The Galaxy Note 5 comes with a smaller battery. The Galaxy Note 5 features a 3,000 mAh battery as opposed to the 3,220 mAh battery on the Galaxy Note 4.
Fortunately, it looks like the Galaxy Note 5's battery is holding up nicely in the days since its release. In some cases, it looks like the battery actually outperforms the Galaxy Note 4's. The device has only been out for a few days so you'll have to wait for long term results.
Both come with solid battery life though only one comes with an easy-to-remove battery. The Galaxy Note 4's design allows you to pull off the back plate and remove the battery. This lets you install an extended battery or easily replace the battery with a new one. The Galaxy Note 5's battery is non-removable.
That's why it's good that the Samsung Galaxy Note 5 battery is displaying solid performance. You won't be able to replace it.