I don’t treat my SIPP holdings and my ISA holdings differently, except that money that I expect to have to spend within the next five years is in my ISAs in the form of short-term bonds and cash. However, for money that I’m willing to place in the stock market, I don’t know of a reason why the mix of assets should be different inside one tax shelter or the other, as long as the overall mix has the right proportions of riskier or less-risky investments. So I have risky and less-risky investments in both ISA and SIPP.
There’s a detailed discussion that can be had about whether you should contribute money into a SIPP first and then an ISA, or fill your ISA allowance first and then contribute to your SIPP, which mostly hinge on issues like your present and future tax band, your likelihood of going over the lifetime allowance in your SIPP, and your workplace pension contributions. Monevator has had some good articles on these issues, such as How pensions will help you reach financial independence quicker than ISAs alone - Monevator, Tax relief upfront is the same as tax relief later: Pensions versus ISAs - Monevator, and SIPPs vs ISAs: pensions knock ISAs into a cocked hat if you want to retire - Monevator.