I'm looking for an English equivalent to the German "Einen Tod muss man sterben" ("One has to die one death"). As far as I know the literal translation is not in use.

It refers to a situation in which there are several options, but all of them include an unavoidable, very adverse component. This adverse factor is so inherent to the situation that it is compared to death, which is an unavoidable part of life - one may just chose which kind of death one wants to die.