Future and Shadow map are completely different in one case when working with it: Lighting.
Future has this nice ability to make PointLight and SurfaceLight look like real life or in some cases, mind-blowing as it can be used for future showcases or to test it out with many front-page games. Here is an example of what the “Future” settings does in studio when working with lights:
Shadowmap just makes it look more realistic with shadows and that’s all, but future just makes it more realistic than ever.