I find the two hard to compare since they're both so different. I have to say I feel like the Pokémon Franchise has slightly been giving us subpar content that could be improved, but they don't care enough to do it. Pokémon is something that will always be nostalgic to me. But Zelda is something I play more frequently now.
Pokémon will always be special to me, and I hate to sound like a genwunner, but I prefer the older games more (Up to B/W2), that doesn't mean the newer games are bad. That's just my opinion, maybe I just don't enjoy the franchise as much in general, or the games are worse (maybe both, again my opinion). Hopefully Legends of Arceus is just as exciting as the old nostalgia.
That was about the main series games ^
I will say I prefer Pokémon more then Zelda, just because of its spin-off series. Pokémon Conquest, Mystery Dungeon (Time/Darkness/Sky), and PokePark 2 have genuinely had an impact on my life and provided so much entertainment.
I still have a bunch of Zelda games to play, but each one has been a new-feeling and good experience. Zelda definitely takes more brain power, whereas Pokémon is something I will play as a more chill experience.
Both are amazing, and different in many aspects.