Considerations aside on whether the program you wrote actually makes sense (moving from a data member is awkward - but OK, perhaps there are some use cases), in this case the two versions of that function end up doing the same thing.
As general practice, however, you should prefer returning by value, because in many cases it allows the compiler to perform copy elision and elide the calls to the move constructor of the returned type, as permitted by paragraph 12.8/31 of the C++11 Standard.
Copy elision allows the compiler to create the return value of the function directly in the object which should be initialized from the function's return value.
Therefore, as a general guideline, prefer returning by value.