Saying one is worse than the other due to lore or whatever means that you clearly have no idea what you're talking about. Both have books, both are fairly deep, and seeing as Warhammer 40,000 was created in the 80's, they kind of have a head start. I find the Starcraft lore to be quite intersting, as well as the Warhammer 40k lore.
Also, Dawn of War and Starcraft are both great games. This time, however, Starcraft has a several year headstart and DoW's mechanics are very different. Not entirely, but if you've played the games you know how they're different. If not, look it up. Or ask.