Pep has won almost every league title over the last fifteen years but has only won three champions leagues in that period, with only one of those coming in the last decade. That should answer your question.

The nature of knockout football means you will get some teams that can fluke a win whereas you will never see someone fluke their way to a league title, but typically I would say the Champions League will always be more difficult due to the combination of the average quality and the fact that one bad game could see the end of you.