Pensioensparen vs ETF

Hi, I (22m) started working 2 months ago, and my parents and colleagues told me to start saving in the pensioensparen. I did it because it seemed interesting with the 300 euros tax reduction, but after some research, I realized it may be worth to just buy an all world etf for the same amount, and have a (much) bigger profit in 45 years.

I wanted to know some other views and opinions on this, so that I could make the best decision for myself.

Thanks in advance