this is a no brainer the astartes live in a universe of constant war, for them to even be considered space marines they have to survive being scouts for 50+ years, thats already decades of battle experience.
if that doesn't convince you, lets look at the universes and enimies of the two sides, the WH40K universe is the very definition of a crapsack universe, there is nothing remotely positive about inhabiting that universe where life and misery go hand in hand. the enemies of humanity range from genocidal war fixated aliens, to chaotic deities that inhabit an eldritch counter universe. and the only thing standing in the path of these all of this crap are the space marines, genetically enhanced psychotic fanatics, made for war.
on the other hand the halo universe is a place where human society can actually afford political strife, in the form of rebellions and insurrections, fighting for ideologies instead of just survival. and the one enemy, though formidable is congregation of space jihadist's, and that didn't even last long after all the covenant split into two different factions one which allied itself with the humans of the halo universe.
there is no debate, sphess marines fight what by any means is an unwinnable war on all fronts.
and yes i am biased but honestly its quite difficult to judge fictional armies, as more than often subjectivity and relentless fan boyism will find a way to justify any point. the star wars community is especially guilty of this. a die hard care-bear fan could argue just as passionately that care-bears are more awesome than the awesome sphess mahrines....except that he would be wrong