I have to side with sumwun here.
With a BST of 517 versus Trevenant's 474, Dhelmise certainly looks more promising than the latter, mostly due to its more well rounded stats. Further, it has better attack and defense, albeit at the cost of speed, and is better for KOing opponents. It has access to plenty of good moves, Anchor Shot apparently being a people's favourite, but can also pull off Gyro Ball, and has access to Phantom Force as well (the last of which Trevenant does too).
However, that is only if you are an aggressive kind of player, going for KOs. Generally, defense oriented teams look to Trevenant due to access to Will-o-Wisp, Leech Seed, Horn Leech and Phantom Force.
Further, both learn similar moves like Earthquake, Bulldoze and Rock Slide and also Phantom Force (as previously mentioned) so if you're looking for an attacking Pokemon, go for Dhelmise, but if you're more focused on Defense or Stall, Trevenant is also worth considering.
EDIT : I forgot to mention that both Gyro Ball and Anchor Shot gain STAB-like bonus because of Dhelmise's ability Steelworker.