The Earth's magnetosheath, which is characterized by highly turbulent fluctuations, is usually divided into two regions of different properties as a function of the angle between the interplanetary magnetic field and the shock normal. In this study, we make use of high-time resolution instruments on board the Magnetospheric MultiScale spacecraft to determine and compare the properties of subsolar magnetosheath turbulence in both regions, i.e., downstream of the quasi-parallel and quasi-perpendicular bow shocks. In particular, we take advantage of the unprecedented temporal resolution of the Fast Plasma Investigation instrument to show the density fluctuations down to sub-ion scales for the first time. We show that the nature of turbulence is highly compressible down to electron scales, particularly in the quasi-parallel magnetosheath. In this region, the magnetic turbulence also shows an inertial (Kolmogorov-like) range, indicating that the fluctuations are not formed locally, in contrast with the quasi-perpendicular magnetosheath. We also show that the electromagnetic turbulence is dominated by electric fluctuations at sub-ion scales (f > 1 Hz) and that magnetic and electric spectra steepen at the largest-electron scale. The latter indicates a change in the nature of turbulence at electron scales. Finally, we show that the electric fluctuations around the electron gyrofrequency are mostly parallel in the quasi-perpendicular magnetosheath, where intense whistlers are observed. This result suggests that energy dissipation, plasma heating, and acceleration might be driven by intense electrostatic parallel structures/waves, which can be linked to whistler waves.