Effexor XR and Savella are somewhat similar in that both are seratonin and norepinepherine reuptake inhibitors (SNRIs).  Although I don't know exactly how they differ chemically, I do know they can't be exactly the same because the FDA would not approve a new drug that was an exact duplicate of another drug unless the original drug's patent had expired and the new drug was submitted as a generic of the original.  This was not the case with Savella. 

It may be that your doctor is more comfortable prescribing Effexor XR because it's in the same class of drugs as Savella and he most likely has a lot more experience with it.  Savella has never been used in the U.S. prior to its approval for fibromyalgia so it's a completely new drug to U.S. doctors.

The best person to ask about the similarities and differences between the two medications is your pharmacist.  Pharmacists are usually very happy to answer your medication questions.