Any difference in the power consumed by the interface itself may be swamped by other factors that depend on the sensor and what you're doing with the data. For example, configuring the GPIOs for higher speed (really, higher drive strength) will certainly consume more power, but if that lets you complete an SPI transaction faster and put the MCU/sensor to sleep sooner, maybe it's a net reduction in energy consumed. If you are trying to complete an operation quickly and get back to sleep, SPI will give a substantially shorter transaction, since it'll be higher speed and doesn't require addressing or start/stop signals. If by "mode" you mean SPI mode (clock polarity/phase), I can't see how that would make a difference, you will have the same number of bits and clock transitions in any case -- and likely you don't have much choice anyway, since you'll need to use a mode supported by the sensor.
It's possible that the sensor could operate differently depending on the interface, for example if certain functions are only supported via one or the other, and that could have an impact on its power consumption as well. You'd really have to look at a lot of the details of the application to say anything for sure, but if there is a difference in energy consumption, I would bet SPI is the winner.