'Beautiful' is considered more powerful. A beautiful woman would turn heads and stop men on the street. It also refers to the depth of a person. A good, kind person might have overwhelming good looks, but still be considered beautiful by people who valued what is inside a person. 'Pretty' is complimentary, but not as strong as 'beautiful'. If somebody said a girl was pretty, I could picture men noticing her, but not stopping in their tracks, not staring. It would certainly not be used to describe a person's good qualities.

thanks for your answer, but I think it depends on the object, right?

In Filipino, we have the same word for beautiful and pretty: "maganda". But I agree with fdmaxey, beautiful is a stronger adjective than pretty. If someone would ask me to choose between the two, I'd prefer to be called beautiful than pretty.