In my opinion the ballade is harder. But it depends what kind of person you are. Some people can’t sit down and practice the same technique over and over again without getting burnt out, like is required for winter wind at speed. The ballade has some difficult passages especially the coda, that will require a ton of technical practice for most pianists to get to speed. But yes the ballade is relatively easy (technically) until the end. After the chordal passage you have to learn a couple runs, but nothing crazy. The difficulty in the ballade for me is the coda in terms of technique, but most of it lies in the musicality, especially in a piece where there are so many subtleties that matter. I’m not saying that winter wind doesn’t require musicality to pull off, but I think everyone who has played it can speak to the musicality needed for a good performance of the ballade. I mean just from their names, you can tell, the etude is for technique, so if you’re bad at the technique it applies to, it will be quite difficult (and valuable) to learn. But the ballade is a whole different category of expression (in my opinion). For me I find the ballade more fulfilling, but to each their own.