Sekai no Yami Zukan

Because they are both a collection of short narrated eerie horror stories based around ghosts, monsters, and Japanese urban legends/folklore. These shorts are told and shown in a traditional storybook-like style, that helps create a bit of an uncanny and authentic horror-like atmosphere. Some of the stories can come off as unintentionally hilarious too, if you're in that kind of mood for an obscure laugh. 

Both are short horror stories each episode. 

Both series are short horror series with similar vibes. Both surround a characters going through a similar horror short. If you enjoy or just laugh at each episode, you will definitely do the same to the other series. Me personally, I laughed so hard at both series for being super cheesy horror anime shorts.  

Horror Stories by horror method. 

Both are short horror stories each episode. 

both are episodical horror tales 

Both series with short episodes featuring unsettling creatures and the people who encounter them.