They are both among the hardest fields in general. It really depends what you are better at. ME takes a lot more intuition about how objects interact while EE takes more ability to think abstractly.

I'm a computer engineer, which is a subset of electrical. I've worked with making robots, so I've gotten to see the different skill sets in use for mechanical and electrical though. My take is this, for standard purposes- each type highlights different skills.

Electrical - Needs a strong calculus background. Needs some computer programming skills. Has to be able to work with abstract simulations with of numbers of simple but complexly interacting parts (i.e. A million capacitors and resistors). For hands on things, may need to solder or connect up wires.

Mechanical - Needs a strong simultaneous equation solving background. Needs a good memory for material types and components. Has to be able to work with CAD type programs to design parts. Simulations will generally have less numbers of parts, with less interconnections, but with a much larger number of standard and custom parts (i.e. a dozen different custom valves and pumps). For hands on things, may need machine shop skills.

The hands on stuff is not so important when you get a real job, as most companies are happy to pay you to do desk work and design- while paying someone less money to do the assembly and fabrication (either in-house or in another country). For both, the math and simulation skills are very important. I would say a big difference between them is that in mechanical engineering- you need to remember a lot more. There are a ton of possible materials and parts, with a ton of different factors. Weight, strength, conductivity (in a bunch of forms), shape, etc all need to be worked out properly for a full system to work right.

An electrical system simply doesn't have any many types of components for most purposes. RLC (resistor, inductor, capacitor) circuits comprise many of the analog systems in the world. Semi-conductor gates comprise most of the digital electronics, in a bunch of different forms. However, electrical systems can end up with absurd numbers of parts.

If choosing between them, for both you need math- and lots of it. Your math and your computer design/simulation skills will determine your career. For choosing between them, I would say EE if you like "Billions of relatively simple and uniform parts" or ME if you like "Thousands of parts, but not necessarily simple ones"