Mysterious Sanctuary

The Mysterious Sanctuary contains the three different equipment Dungeons:
 * Shrine of Light
 * Ruins of Chaos
 * Sanctum of Darkness

Each of the Dungeons has four specific equipment sets.

Shrine of Light

 * Strike (2 Parts, 10% ATK)
 * Guard (2 Parts, 10% DEF)
 * Pincer (2 Parts, 10% PIN)
 * Focus (2 Parts, 15% ACC)

Ruins of Chaos

 * Blade (2 Parts, 8% CR)
 * Energy (2 Parts, 10% HP)
 * Endure (2 Parts, 15% RES)
 * Revenge (2 Parts, 10% CAR)

Sanctum of Darkness

 * Violent (4 Parts, 30% CD)
 * Vampire (4 Parts, 20% LD)
 * Pulverize (2 Parts, - 3% MAX HP, does not apply to bosses)
 * Stun (4 Parts, 20% Stunchance, does not apply to bosses)

Equipment Comparison
Unarguably Sanctum of Darkness is the hardest of the three dungeons. Here is the maths behind the sets:

Assuming you own a 5 Star or a 6 Star equipment, the maximum sub-stats for ATK and CD are + 6% and for CR 4%.

Calculated for bonus of set effect/ equipment part, its 5% ATK for Strike set, 4% CR for Blade set and 30% / 4 = 7,5% CD for Violent set.

Compared with the maximum sub-stats, the Strike set effect's value (same goes for Guard, Pincer and Energy) is slightly less than the maximum sub-stat for the respective stat (e.g. it's 5% ATK for the set bonus, but 6% for maximum sub-stat).

The Blade set effect equals the maximum value of the respective substat. Subsequently, compared to the above mentioned sets it has slightly more value.

The Violent set (Focus set and Endure set, too) has the highest value compared to substats since it provides even more set effect/ equipment part than the maximum CD substat. The Focus set and the Endure set are in a special position though, as the exact formula for skill effect application is not known yet and it's debatable whether 100% ACC or RES are even nessecary.

Taking everything into consideration, Sanctum of Darkness is the hardest but most rewarding dungeon in terms of just stats. Still other sets have different uses, thus the Revenge set or the Pulverize set cannot really be compared with the stat sets.