9 goals against Juve, 15 goals against Inter in the derby, winning penalty against us in 2003, 48 CL goals, countless goals in big games, obliterated Real Madrid (the reigning champions) in the CL quarterfinals with Dynamo Kiev, leading them to the semifinals in 99...
Shevchenko did choke against Liverpool in 05 but that was the exception to the rule, he was a monster in big games.
That is true but one has to consider the fact that Shevchenko never had a proper chance at Chelsea since Mourinho didn't want him as he prefered Drogba in the CF role and consisently benched him for that reason, and he was moving to a faster paced league at the age of 30.
He did choke but I don't think that means much, Henry wasn't great in his first season at Barca while Sheva never had a proper chance to prove himself and he was on the wrong side of the 30s. Fr3sh is right, Milan sold him at the perfect time.
I think it's perfectly legitimate to consider Henry slighlty better but I think there isn't much between them, if anything at all.