As explained before,
Cup winner is one out of 128 while CL winner is one out of 112
so cup is in fact slightly more difficult to win.
The numbers don't reflect this difficulty though.
But in reality, cup is more luck-based due to the high variation of team quality and is prone to abuse,
such that it is difficult to win it without sacrificing performance in other competitions.
Against teams that focused all resources on the cup and neglect other competitions, your odds of winning won't be good enough to win it consistantly if you don't do that too, even if your entire team is 9*.