Yes, it is true that artificial sweeteners are better than natural sugars in the calorie department.
They also lack the vitamins, minerals, and fiber provided by real sugar. Since they are artificial and thus foreign objects in your body, they can upset its natural balance and cause problems in liver/pancreas function, gut microbiome, sometimes even as serious as cancer.
All in all, your best bet is to stick to natural sugars. Of course, you want to keep it in moderation. The calorie increase compared to artificial sugars, in most cases, isn't large enough to justify increasing risk in all of those other areas.
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