From Merriam-Webster:

Roger - used especially in radio and signaling to indicate that a message has been received and understood

Wilco - used especially in radio and signaling to indicate that a message received will be complied with

I suppose just saying wilco would imply that you have received and understood the message, but technically roger means that you have received and understood the message and wilco means you will comply with the message. Since both mean different things, it'd be technically correct to say both,