It really does depend on what you're after I'm afraid. I do have both. Generally speaking the Markbass pedal has a broader range of sounds than the EHX (though by no means comprehensive) and subjectively has a better sound quality. However while the EHX doesn't have a broad sound palette, what it does do, it does extremely well. It's basically an octaver, square wave with a filter section. Tracking on both is good but the EHX copes with short repeated notes much better.
The Markbass has a bigger wow factor out of the box but I find the EHX more useable in context. The MB needs to be hooked up to your computer to access it's sound shaping controls - I'm no synth expert but not impressed at all with the degree of control on offer here. The EHX is more hands-on. Just reach down and work the sliders until you home in on the desired tone (within it's limitations of course). No memory presets but then it is easy to see what you're doing and replicate settings from notes you make.