I dunno... I don't really think you can even compare them.
Dragonball is a story about a seemingly gifted child's life... And a powerfully charming adventure after the testicles of a dragon that grants wishes. Like, it really goes to town on showing his development as a person, and how he begins to understand society, and how he increases in strength to overcome evil. Goku is the absolute idol of goodness in man... Or... Saiyan... But you don't really know that yet. Sure Dragon Ball Z sort of dropped the ball in the excellent storytelling, character development, and just the general experience in favour of epic, and over done fight scenes. And don't get me wrong, those fight scenes are a very strong selling point, but meh.
Dragonball GT tried to pick up where Dragonball left off, as it severely toned down the action, only to have very few episodes with the epic fight scenes in it, but by then it was far too unpopular, and out of place. People had gotten used to the DBZ formula, and the guys who watched the original dragonball had all grown up and generally didn't care, and therefore didn't really watch it.
40k is literally just epic battle after epic battle. Every part of it is epic. From the scale, the politics, the moralities, everything. It's a Tolkien spec universe in every sense of the phrase.
That's why you can't compare them, Dragonball is essentially about one man and his lineage. How he grows up, has a family, saves the world a few times etc. 40k is about entire freaking races, battling it out for... Erm... Well, it varies... But essentially it's the archetypal good vs. Evil with varying shades of grey thrown in. But you get the idea.