What is the difference between Trace.Write() and Trace.Warn() methods of a trace object?

What is the difference between Trace.Write() and Trace.Warn() methods of a trace object?
The Trace object provides the Write and Warn methods to allow you to write messages to a request’s trace information. The two methods are identical with one difference: messages written with Trace.Write are displayed in black, whereas messages written with Trace.Warn are displayed in red.