I've dealt with both deep, dark, despairing depression and horrible, panicky anxiety, both so bad that I had to take medical leave from work. Right now my depression is under control but I'm dealing with anxiety nearly every day that comes out of nowhere, and I can't always pinpoint the source of it. Even if I can pinpoint it, I usually can't make it go away, and it's bad enough that it's all I think about. My appetite suffers, I don't have fun doing things, I can't think clearly... I would definitely say that, for me, anxiety is worse than depression.