I have an external online space and I can access the disk with SFTP, Samba or WebDAV. Which of these methods are the most secure? I am planning to copy about 200MB of data per day.
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SFTP is secure as underlying SSH, which is usually good, if the implementation is reasonable and proper cipherset is chosen. If you don't go down to version 1, you are usually good.
WebDAV can be using TLS (over HTTP), which had several flaws and you can use some broken versions. But also depends on configuration.
Samba can use encryption since version 3.3. But also it does not have to.
This is really broad, opinion based and you didn't specify the most of the important variables. I would choose
sftp for world-wild-web.