I lost the cup drawing 2 games this season (3:3 home, 1:1 away) but still in CL.

CL is 8 groups of 14 players for a total of 112 (which 80 teams was eliminated already on the last season league),
Cup is 128 teams.

1 in 14 managers win League each season.
1 in 112 managers win CL each season.
1 in 128 managers win Cup each season.

Cup is the most difficult only because it is exploited by tankers, who abandon league completely to gain an edge for the cup.