Physical, without a shadow of a doubt, hurts less that emotional pain.
I didn't understand that until very recent events. When something hurts phsycially, the pain dies down, you learn to ignore it. When something has hurt you mentally, no matter how hard you try to ignore it, it's always there in your mind, reminding you of what happened, or what was said or done.
And, with phsyical pain, other people can see it. They can see a cast, they can see a scar or a cut. Nobody can just open your mind up on the spot and see what's wrong. Sometimes you don't even realise anything is wrong.