Swords are the fastest, then Axes, then Maces.
Maces are the strongest, then axes, then swords.
Really it all depends on how long your battles last and how much health an enemy has. I personally prefer swords because they are the fastest (aside from daggers) and the perk for them is second only to the mace's perk that ignores armor (the sword being faster is what makes me choose sword, as I hate how slow maces are)
Axes are the least useful, as battles rarely last long enough for the bleed effect to matter. Maces, like I said, ignore armor, which is good for master difficulty. Swords are fast and the perk increases their critical hit damage