besser ein Ende mit Schrecken, als ein Schrecken ohne Ende

Etymology
The Prussian officer is reported to have used a close variant in a speech already in 1809 and to have been so fond of it that he used it frequently.

Its literal translation is: “Better [to have] an end with a fright than a fright without end”.

Proverb

 * 1) However painful, dealing resolutely with a problematic situation is preferable to allowing it to go on indefinitely.