Marinades usually consist of a combination of oil, acid (such as vinegar or lemon juice), herbs and spices. They are used to soak ingredients before cooking.
Grill sauces are often used during or after grilling and can be sweet, savory, smoky or spicy.
The taste varies greatly per recipe, from slightly spicy to intensely smoky or sweet-spicy. They are popular in barbecue and grilled meals because they can add depth of flavor and a caramelized crust