ANSWER:

You have no choice in which of the two you are going to be tested! Therefore, such a question is not even worth the trouble!

However, no one doubts that it it is best to be tested in worldly things rather than religious matters. 

If given the chance to lose an arm or to lose your Iman, one would surely choose to lose an arm as this will be regained again in paradise but your Iman can never be regained or compensated for. 

QUESTION: Which is better for an individual if allah decides to test him with, trials in worldly affairs or in religious affairs