Both Olympus E-M10 IV and Sony a3500 have 20.0 MP resolution sensors but Olympus E-M10 IV's sensor is Four Thirds (17.4 x 13 mm ) and Sony a3500's sensor is APS-C (23.5 x 15.6 mm ).
Since Sony a3500's has a larger sensor area with the same resolution, this means that it also has a larger pixel area hence better light collecting capacity for a given aperture compared to Olympus E-M10 IV.
Below you can see the E-M10 IV and a3500 sensor size comparison.
As seen above, Sony a3500 has a 1.6x Larger sensor area than Olympus E-M10 IV. Larger sensors give photographer more control on the depth of field and blurry background compared to smaller sensor when shot in same focal length and aperture.