SQL CE vs SQLite vs LocalDB vs SqLExpress

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Check SQL Express v LocalDB v SQL Compact Edition.

The download size: SQL CE < Sqlite < LocalDB < SQL Express. After installed size: Sqlite < SQL CE < LocalDB < SQL Express. Max size supported: SQL CE 4GB, LocalDB and SQL Express 10GB, Sqlite supports up to 140TB

LocalDB can be embedded with Application, but LocalDB and SQL Express can not.

SQL CE and Sqlite are single file, but LocalDB and SQL Express are not. SQL CE and Sqlite do not support LINQ.

SQL Server Compact has been deprecated (check here and here)

SQLite is not from Microsoft. It is open source and support other OS but not only Windows. It is also can be used on Mobile phones.

check here to get 4 Sql databases comparison