Honestly, it depends. What kind of sport, and what kind of dancing?
On the one hand, being a professional athletes has a ton more perks than dancing, thus it's easier in that regard. Pays much much better. Dancing is then more difficult because you just can't make the kind of money that a professinal athlete can.
And it depends on the sport. Technically, a professional golfer is a pro athlete, Add that a ballroom dancer can be pro as well. Thus in either of those situations, how is either extremely challenging or difficult in terms body health.
But then, with some of the more extreme dance crews out there that do hip-hop with tricks and things like that, that's a lot harder on the body, just as football is an extremely body challenging sport as well.
So IMO it depends on what you are comparing.