Grass-fed beef contains 30–40% more conjugated linoleic acid and higher levels of vitamin E than grain-fed beef.

Study: Fatty Acid and Micronutrient Profile of Longissimus Lumborum from Red Angus and Red Angus x Akaushi Cattle Finished on Grass or Grain

This study found that beef from cows that ate grass had more of two healthy fats—CLA and vitamin E—than beef from cows that ate grain. So yes, grass-fed beef does have more of these good nutrients.

Study: Measuring the Phytochemical Richness of Meat: Effects of Grass/Grain Finishing Systems and Grapeseed Extract Supplementation on the Fatty Acid and Phytochemical Content of Beef

This study found that beef from cows that ate grass has about 30–40% more of a healthy fat called CLA and more vitamin E than beef from cows that ate grain — just like the claim says.

Study: Evaluating Beef Fatty Acid Composition and Lipid Quality in Response to Silage Type and Feeding Intensity During the Finishing Phase

This study found that beef from cows that ate grass had healthier fats than beef from cows that ate grain, which matches the idea that grass-fed beef is more nutritious. But it didn’t measure exactly how much more CLA or vitamin E was there, so we can’t confirm the 30–40% number.

Study: Effects of breed and a concentrate or grass silage diet on beef quality in cattle of 3 ages. II: Meat stability and flavour.

Grass-fed beef was found to have more vitamin E and stay fresher longer in the store than grain-fed beef, which matches part of the claim. The study didn’t give exact numbers for the 30–40% more CLA, but it did show grass-fed beef had healthier fats.