Office 365 does not have an Endpoint DLP product yet. Also Data at Rest for Office 365 is focused only on SharePoint/OneDrive while Symantec DLP has a full solution to cover both on premise and cloud based storage.
Take a look at some of the announcements made by Symantec as they fully integrate the solutions that BlueCoat had into the DLP product. It's pretty awesome.
The reporting and management in Office 365 is not as good as it is in SYmantec DLP. If i remember correctly Office 365 DLP does not have IDM based matching and the EDM matching is not as powerful as Symantec's.
HOpe that helps