There are many choices out there right now of hot SD 9mm rounds that can compete balistically with the .40SW.
Ballistics aren't as important as what the bullet actually does to the intended target. When it comes to physical damage to the target, the .40S&W is superior.
Winchester Ranger Bonded loads. 9mm 147gr and .40S&W 180gr were adopted for use by the FBI in 2007 and 2008:
FBI Test Protocol:
Bare Gelatin = covered with T-shirt, Shot at 10ft
Denim = 4 layers shot at 10ft
Heavy Clothing = shot at 10ft
Steel = 2 pieces of 20 gauge, shot at 10ft
Wallboard = 2 pieces of 1/2" gypsum board, shot at 10ft
Plywood = 1 piece of 3/4" AA fir plywood, shot at 10ft
Automobile Glass = 1 piece of 1/4" laminated safety glass set at a 45 degree angle with an offset of 15 degrees, shot at 10ft
9mm+P 124gr(1180fps)BONDED: (Penetration/Expansion)
Bare Gel: 12.6”/.68”
Through Denim: 18.7”/.54”
Through Heavy Cloth: 18.2”/.56”
Through Wallboard: 11.9”/.64”
Through Plywood: 15.8”/.57”
Through Steel: 22”/.42”
Through Auto Glass: 12.7”/.58”
9mm 147gr(995)BONDED: (Penetration/Expansion)
Bare Gel: 14.7”/.62”
Through Denim: 16.5”/.59”
Through Heavy Cloth: 15.8”/.58”
Through Wallboard: 16.7”/.56”
Through Plywood: 16.5”/.59”
Through Steel: 19”/.42”
Through Auto Glass: 12.6”/.55”
.40S&W 180gr(1070fps)BONDED: (Penetration/Expansion)
Bare Gel: 14.8”/.67”
Through Denim: 21.8”/.51”
Through Heavy Cloth: 19”/.59”
Through Wallboard: 16.7”/.61”
Through Plywood: 15.5”/.62”
Through Steel: 14.8”/.55”
Through Auto Glass: 12.4”/.63”
Provided that you can shoot the .40 as accurately AND RAPIDLY as you shoot the 9mm, you gain an advantage in using .40 over 9mm. If you are better with 9mm, then stick with it.