In this article we have a philosophical convergence between Schopenhauer and Nietzsche about the ontological question of eternity of natural life, notwithstanding the finitude of individuality governed by the categories of space and time. We demonstrate that Schopenhauer, nevertheless receive the nickname of pessimistic, presents a worldview that allows overcoming the grief of existence upon the hypothesis that only the individual life disappears in the event of death, and not the conditions of possibility of life, the desire. Nietzsche, in turn, argues that life, despite its finitude, is worthy of being lived in its fullness, as it is only the individual configuration dissipates by the event of the death, never the Dionysian power that is ...