I've owned the predecessors of both of these - an early HRD (US-made) and a DSL401, but they are close enough to the current models that I think my comments apply.
Depends in large part what kind of requirements you have. You mention rock/punk/gain and that's Marshall's natural habitat: If you need mostly crunch and gain sounds the DSL-40 is hard to beat, plus it has great cleans...provided you are not looking for American/Fender-style scooped-mid glassy clean tones. The Fender of course excels at those, but (even though the newer HRD's have been improved in this department) the gain tones are arguably pretty weak, especially when you start comparing them to the Marshall. They tend to be a bit thin and buzzy sounding, but improve a lot with a good pedal in front of the amp. The Marshall does not need any pedals for dirt - it has as much gain as any reasonable person could ever need.
As far as quality they are pretty much a wash, with similar construction between the two and a proven track record of being solid, giggable amps. My personal leaning would be toward the Marshall because I use higher-gain tones and I find the amp more versatile for the music I play. But if I played more polite music or relied heavily on a pedalboard I'd likely side with the Fender.