i have been lucky recently that i haven't really had to worry about either, but for me personally...the anxiety triggers anger worse than the depression, so i'd say the anxiety is worse because of what it causes. i can ignore the depression, or redirect it, but the anxiety is every day, anything and everything can trigger it. i have social anxiety, but i work in retail, so i'm fighting it off every day while at work and then i get home and all the anxiety that i was fighting off piles in on me and it's very draining. but the depression comes and goes.