What does Ellen say would not be as bad as being dead in Number the Stars by Lois Lowry?

One night while lying in bed, Annemarie and Ellen began talking about Lise.  Lise had been Annemarie's older sister, who had died in a tragic accident when she was eighteen-years-old.  Lise had died shortly before she was supposed to get married.  She had been a beautiful and passionate young woman, and her life was cut short. 

During this conversation, Ellen told Annemarie that she considered dying young to be an incredible tragedy.  She told her friend that dying young was "the worst thing in the world."  She went on to say that she would hate it if the Nazis arrested her family and took them away from Copenhagen.  Despite this, she noted that it would not be worse than dying.

Annemarie reassured her friend that the Nazis would not take them.  She told Ellen that she was safe at her house.  She also reminded Ellen that her father was going to make sure the family stayed safe.