In many contexts, the meanings are pretty much the same, but you might hear finished more often than completed in casual conversation. For example:
I've finished my shopping.
She finished the song.
He finished the race.
I could use completed in those sentences – the meaning wouldn't change, but the register might sound off.
The word completed can convey some sense of accomplishment. In the context of a race, it might work when the race is a major achievement:
He completed his first marathon last year.
Homework, though, is not really a major achievement, so I think you'd hear finished more often in casual conversation:
“Joey, where are you going? Did you finish your homework?”
That said, you might see completed in more formal contexts, such as a paper on education, or a course syllabus:
Students must complete six homework assignments during the semester.