[Dovecot] sieve newbie question

Hi all, can you clarify my doubts about sieve? I understand what is it, but what's the different between use exim with rules + dovecot and use exim + dovecot-lda + sieve rules? i can create many kind of rules on exim, then i don't get the difference.

if someone is so kind to explain me the main points i'll appreciate it!

Regards, Matteo