
I would say whatever he prefers! Swimming is preferable generally I think but not all dogs take to it - Saffi won't swim. At all. It's not that she doesn't like it, she loves being in the pool with the heat and support - she just will. not. work. and just drifts, no matter what the guys there do to try and persuade her to swim.
So for her, it's the treadmill as she has to walk in there. She's not distressed, I do make sure she has a halti harness on however (she snorts a lot when she breathes, they usually have dogs on a slip lead in there but it was totally distressing her as it was making breathing much harder for her when she was trying to keep up to stop it getting tight - with the halti harness she gets a bit of support with me having the lead clipped on the front and she works much better).