Compare files, save differences

Hi,

I have a file allwords.txt.
And I have another file mywords.txt

How can I filter the differences, and safe them in another file called difwords.txt?

Example:
+------ allwords.txt -------+
James
Richard
Anna
Claude
Ben
+------------+

+------mywords.txt-----+
Anna
Ben
+-------------------+

This should then make the following file

+------difwords.txt-----+
James
Richard
Claude
+-----------+


Rgds,
Jeri

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