Disappointment, as others have said, anger whilst destructive is fleeting, disappointment remains.

One might lead to the other? In which case it is the mess out of the two that is the worst?

Anger. It can consume you.

Disappointment

Anger is fleeting (at least it is for me), so I think disappointment is worse. That shit sticks around and haunts you from time to time.

Anger, it has potential to be destructive

Anger fades. Disappointment lives forever

Anger