is there a better material than steel to make swords out of?

Simply - no...

There is no single metal that has all the required properties in one material or alloy; the edge needs to be extremely hard so it does not deform, but that means it's also inclined to be brittle - meaning an extremely hard sword could shatter.

The traditional Japanese Katana is an excellent example of balancing different metal properties:

The edge and blade surfaces are made from a high carbon steel that can be hardened and tempered - but the back of the blade blank is split after the drawing and folding stages, and an insert of iron or low carbon steel fitted, before the final forming of the blade.

Added to that, the heat treatment and final hardening are done selectively, via the clay coating method mentioned in the link provided by another answer.
(Though that article omits the fact that two [or sometimes more] types of steel are used in Katanas).

The end result is a hard edge, a strong springy blade outer surface and a softer shock-absorbing spine that makes the blade very difficult to break.

Although a lot of swords use single-steel type construction, they tend to be either larger section or stabbing / rapier-style, rather than cutting blades - or they are simply cheaper and weaker than the complex (and expensive) construction used for a katana.

There is no single steel construction that works as well as that.

Search "Katana cross section" for an example of the different steel and hardening layers.

ps. The repeated drawing out and folding used with some types of steel items such as katana blades gives the same type of effect as for "wrought iron"; the carbon and iron particles in the crude steel are drawn out to form interlocking fibre-type structures, varsly increasing the strength and durability of the material.

Wrought iron is (or was) used for such as making vehicle torsion bar springs, as it is so stress-resistant.

Edit - the guy admits the katana has a harder edge that a mono metal spring steel blade.
He also apparently does not know about the "wrought iron" effect with the folding process, which drastically changes the metal properties & does not only remove or even out impurities.

ps. I'm not a sword fanatic, I'm an engineer interested in the metal properties and techniques used in such as those and other old weapons such as the Kris etc.

Ceramic blades have some advantages over steel but disadvantages in others.
Ceramics are making advances.

There is always some trade off that has to be made. But there are better alternatives which are better, but at a cost.
Instead of making myself look smart, I am pasting a link to an article on the subject:
https://armablade.com/strongest-sword-material/
What the writer does not go into is the nature of bronze which hardens with age and a very old bronze sword has properties that rival steel.