I feel the loss of hope.
I am Wiccan, so a lot of this has to do with my beliefs. However, I am merely going to inform you what I feel, and am in no way going to press what I believe on you. Don't take offense to anything.
The loss of hope is worse. I feel that there is an afterlife. If you loose your life, your soul is sill there. You cannot destroy energy, so what happens to the fire of your soul? It lives on. Well, because of this, if you loose hope, then you loose that sense that there is something out there waiting for you. If you loose hope, then all is lost. If you no longer have hopes, then your dreams are shattered and your soul is dead. If your soul is dead, then you're gone. There is no returning to what you once were, because your whole life changes. You're worse than dead in my eyes.