I mean, it's obviously England
Only one World Cup in 93 years despite the success of the Premier League and club sides in Europe
Scotland has one Champions League/European Cup to it's name, and that was in 1967. Nottingham Forest have won double the amount of Champs League/European Cups than the entirety of Scottish Football
Qualifying for major tournaments and just missing out on making the knockout stage is about par for Scotland
Ireland have actually managed to make the knockouts, as have Northern Ireland and Wales
From most under achieving to least underachieving you'd probably have to go
England (One World Cup and no European Championships despite having the players they've had? They massively underachieved in the 00's in particular)
Scotland (Should have really made it out of the groups at one of those tournaments in the 70's, 80's and 90's)
Republic of Ireland (Did well at times in the 90's, 00's and 10's, but look at some of the players they had to call on during those times, especially when they started recruiting English, Scottish and Irish players of Irish heritage)
Wales (probably the lowest level of club football of the five countries, but if you look at the players they had in the 80's and 90's then they should have made at least one tournament)
Northern Ireland (Small population, probably a better league than Wales ((I'd expect Linfield to beat TNS for instance)) and they did well to make the knockouts in 82. They've overachieved the most IMO)