If Fate/stay night is about a boy becoming a hero, Fate/Zero is about the death of the hero.

While the Fate/Zero light novel is excellent, the 2011-2012 anime adaptation by ufotable is a visual masterpiece.

Fate/Zero changed the industry. Before 2011, "dark" anime often meant gore for gore's sake. Fate/Zero proved that darkness could be intellectual. It directly influenced the wave of "battle royale" and "anti-hero" shows that followed.