With Real Madrid winning games is easy, but as i said in my earlier post, your success is based on the other big teams as they never fail (especially barcelona). You have to win almost every match, and that's hard, no matter what team you are coaching.
Also, as a big team, you play in more competitions, thus you have to rotate more and have more risk of getting players injured.
Say you are coaching R. Madrid.. you have the pressure of winning, playing well, rotating, you get more players injured (more international players, talented players get tackled hard) and also depend on Barcelona failure.
However, since you have very talented players, playing well and winning is easy (until some extent, sometimes teams play very defensively and it's hard to score goals).
Probably any big club in England is easier to coach than a big club in Spain, as Real Madrid or Barcelona never lose, while Manchester City, United, Arsenal, Liverpool or Chelsea are not as strong as Madrid or Barca and it could be easier to win the league and/or against them. (I never tested it myself through, just a prediction.. could be wrong).
In my opinion, Arsenal would be the hardest big team to coach, as their best players recently left.