Two brothers inherit different sets of alleles from their parents. what effect will they have?

Depending on what trait the alleles carry, the brothers will have a different phenotype and a different genotype.

For example; Eye color. My sister is heterozygous, meaning she has brown eyes. I am homozygous recessive, meaning I have blue (green/hazel) eyes. We both have the same parents, I just happened to inherit both of the recessive eye color alleles from my parents whereas, my sister inherited both the dominant and recessive alleles.

So, since the brothers inherited different sets of alleles, their genotype for a certain trait will be different.