Nested if statements vs. and if statements

I'm wondering if there is an efficiency difference between:

if a:
    if b:
        x + y

and

if a && if b:
    x + y

I know that logic-wise, they are asking the same thing, but I'm wondering if the check stops in the second statement if condition a is not met or if both a and b are always checked regardless.

I'm working on a simple game that will run a check 60 times a second. While it shouldn't affect the performance of the simple game in any measurable way, I'm looking to write the code as efficiently as I can. To me, the second would be less confusing and one line shorter, so it would be my preferred method if it is just as efficient.

Also, I'm newly back to programming and this is my first time posting here, so I hope my post is clear and following guidelines. Thanks in advance for your help.