No, they're not the same.
WUE is the Western Undergraduate Exchange, a program of the Western Interstate Commission for Higher Education (WICHE).
Through WUE, students in western states, including Hawaii, may enroll in many four-year college programs outside of their home state at a reduced fee level: 150 percent of the institution’s regular resident tuition. WUE tuition is considerably less than nonresident tuition.
The Free Application for Federal Student Aid (known as the FAFSA) is a form that can be prepared annually by current and prospective college students (undergraduate and graduate) in the United States to determine their eligibility for student financial aid (including the Pell Grant, Federal student loans and Federal Work-Study).
Despite its name, the application is not for a single federal program, being rather the gateway of consideration for:
1. the nine federal student-aid programs
2. the 605 state aid programs
3. most of the institutional aid available
See Wikipedia for more info.