In France we have them. There's "école primaire" from 6 to 10 (5 years), "collège" from 11 to 14 (4 years) and "lycée" from 15 to 17 (3 years). Anecdotally, most people I spoke to felt that middle school years were the hardest: figuring themselves out, low popularity but high-stakes social games. High school was somewhat easier, people have found their cliques and the pressure from the harder work and longer hours left less time to play social games.

Off-topic but I have to get it off my chest: the years from middle school onwards have the dumbest names in France. They're named by counting backwards to the end of high school. So you start at "sixième" (sixth), go up to "cinquième" (fifth)... all the way to "première" (first), which is the before-last year! The last year is, of course, "terminale" (last, as in 'last in a series'). I'd love to convert to a sane naming scheme.