What is the difference between jealousy and envy?

Jealousy is a lighter word than envy, which is darker.

Jealousy is usually used when it comes to a relationship: His girlfriend is jealous, she always stays with him.

Envy, as stated, is a darker word, and it's when you resent the success of the others: He envied his friend because he had a big house, beautiful family.

Envy is one of the sins, jealousy is not.