Deep penetration of energetic electrons (10s-100s of keV) to low L-shells (L<4), as an important source of inner belt electrons, is commonly observed during geomagnetically active times. However, such deep penetration is not observed as frequently for similar energy protons, for which underlying mechanisms are not fully understood. To study their differential deep penetration, we conducted a statistical analysis using phase space densities (PSD) of μ=10-50 MeV/G, K=0.14 G^1/2Re electrons and protons from multi-year Van Allen Probes observations. The results suggest systematic differences in electron and proton deep penetration: electron PSD enhancements at low L-shells occur more frequently, deeply, and faster than protons. For μ=10-50 MeV/G electrons, the occurrence rate of deep penetration events (defined as daily-averaged PSD enhanced by at least a factor of 2 within a day at L<4) is ~2-3 events/month. For protons, only ~1 event/month was observed for μ=10 MeV/G, and much fewer events were identified for μ>20 MeV/G. Leveraging dual-Probe configurations, fast electron deep penetrations at L<4 are revealed: ~70% of electron deep penetration events occurred within ~9 hours; ~8%-13% occurred even within 3 hours, with lower-μ electrons penetrating faster than higher-μ electrons. These results suggest non-diffusive radial transport as the main mechanism of electron deep penetrations. In comparison, proton deep penetration happens at a slower pace. Statistics also show that the electron PSD radial gradient is much steeper than protons prior to deep penetration events, which can be responsible for these differential behaviors of electron and proton deep penetrations.