Exoplanet direct imaging with large ground based telescopes requires eXtreme Adaptive Optics that couples high-order adaptive optics and coronagraphy. A key element of such systems is the high-order wavefront sensor. We study here several high-order wavefront sensing approaches, and more precisely compare their sensitivity to noise. Three techniques are considered: the classical Shack-Hartmann sensor, the pyramid sensor and the recently proposed LIFTed Shack-Hartmann sensor. They are compared in a unified framework based on precise diffractive models and on the Fisher information matrix, which conveys the information present in the data whatever the estimation method. The diagonal elements of the inverse of the Fisher information matrix, which we use as a figure of merit, are similar to noise propagation coefficients. With these diagonal elements, so called "Fisher coefficients", we show that the LIFTed Shack-Hartmann and pyramid sensors outperform the classical Shack-Hartmann sensor. In photon noise regime, the LIFTed Shack-Hartmann and modulated pyramid sensors obtain a similar overall noise propagation. The LIFTed Shack-Hartmann sensor however provides attractive noise properties on high orders.