You'll have to put them into specific sentences to judge them rightly. Generally, they carry the same meaning. 'Useful' of course has more to do with utility, while 'helpful' introduces the human factors of cooperation, generosity, etc.
'It would be useful if you held this hurricane lamp for me.'
'It would be helpful if you held this hurricane lamp for me.'
These seem interchangeable to me. 'Useful' is more objective. I think that tone of voice and context would create more difference than is evident to us on the pale page.