ETRS_1989_UTM_ZONE_33N is a projected coordinate system, with units in metres. If you have lat-long coordinates in decimal degrees, they can't be in that CRS.
Tell ArcGIS that the coordinates are EPSG:4326 and you'll likely as not get them in the right place. This is the default for QGIS which might explain why it gets them in the right place. What have you done to tell ArcGIS about the UTM Zone coordinate system?
Internally, the GIS (ArcGIS or QGIS) is storing the lat-long numbers. It uses its knowledge of the projection to figure out where on the earth they are. The EPSG:4326 code is a shorthand for the lat-long coordinates that the GPS system uses, and has become a default for most mapping. So it goes "okay, 21.3N 38.6E is.... here on the screen" and draws a dot.
But if you want to do things with coordinates in a small area, i.e. not global, you might want to use a planar coordinate system that works like a grid on a piece of graph paper. You can then compute distances using Pythagoras' theorem, for example, rather than working out the more complex geometry for distances on an ellipsoid.
For this you need a coordinate system like the UTM Zone system. You need to tell your GIS that you want to convert the layer from EPSG:4326 to EPSG:25833 (which I think is the right one for that). Then internally your GIS will change its stored numbers from 21.3N 38.6E (or whatever) to 626300, 147363, these being metres N and E of the origin of the coordinate system.
Note that two things are happening here - the GIS is changing the internally stored coordinates of your data from one system to another, and it is changing the metadata of the data to indicate which coordinate system the numbers are. You have to keep both in sync or you end up with a mismatch.
A GIS might let you set just one of these, for example assigning a new coordinate system to an existing data set without transforming the coordinates. Now you have 21.5, 38.6 stored as coordinates and the metadata as UTM Zone 33, and now the GIS will plot it 2.15 metres north and 38.6 metres east of the origin, which isn't where it should be.