Terra had his body taken over, Ven had his heart destroyed (I believe? I never got to finish BBS, but I've watched videos and have read up on it a bit), or at least it ended up being locked in Sora, and finally, Aqua disappeared to the Realm of Darkness, if I recall correctly?
Terra had his body taken but his heart still remains. I'm not sure if he can get his body back from Xehanort, there are very low chances.
Aqua, to protect Terra, sent him back to the world of light with her armor and plummeted into the world of darkness, alone. She also had to give up Ventus to let him rest in peace. She's been wandering the realm of darkness for many years, and to our knowledge, has only had human interaction once (meeting Ansem the Wise.) She will most likely find herself out for KH3.
Ventus, to stop the creation of the χ-blade, destroyed Vantias and himself. The remains of his heart found home inside Sora and he will recover.
It really depends on your perspective or what you think is worse. They all gave up so much, it's hard to decide.