Better to Use Post Processing Shader through out entire level or individually add shader material to every single entity in level/blueprint?

[ExtraWildGames]

Hi. I wanted to ask if it would be better, both visually and memorywise, to apply shader material on the entire level in a Post-Proc Vol or just put shader material on each individua entity? The visual aspect is more subjective, but what about in terms of memory? Is the former or latter better?