I don't think you will get notable performance gains on any standard desktop - as long as your application isn't doing nothing else but torturing the file system with reads and writes :) At the end, performance mainly depends on your code.
If you consider switching to SQLite, you may want to have a look at SQLJet, a pure Java implementation of SQLite. I haven't used it myself, but I think deploying it should be similar to Derby: all you need is add some Jars to your application and you are settled. I would try to avoid using external SQLite (or any other dependency on an external application) as it will considerable complicate the setup of your application.