Use the adjective pyrrhic to describe a victory that is won, but at too great a cost. In this use as an adjective, the word is often capitalized.
The word pyrrhic comes from the Greek general, Pyrrhus, who defeated the Romans at the Battle of Asculum but lost so many troops that he couldn't defeat Rome itself. If you are the winner in an argument with your brother, but the fight ends up ruining your relationship with him, it's a Pyrrhic victory. An ancient Greek war dance is also called a pyrrhic.