IMO, Chopin's Ballades are more difficult because of the longer construct of the work. Technically they're also more challenging I think.
But they're possibly just difficult in different ways. With Brahms in general, I think you can't get by without some pretty good sound control/knowledge and knowing how to apply weight - it will otherwise sound mediocre - while it may not show as much in Chopin's.
Topic: Brahms Ballades