tragic hero
Refers to a protagonist in a tragedy, especially in literature or drama, who is brought to ruin by a fatal flaw or fate.
Hamlet is one of Shakespeare's tragic heroes.
His life was just like that of a tragic hero.
悲劇 means 'tragedy' (the genre or event), while 悲劇の英雄 specifically refers to the tragic hero character within it.
英雄 is a general 'hero', whereas 悲劇の英雄 is a hero in a tragic context, often doomed by a flaw.
Compound of 悲劇 (tragedy) + の (possessive particle) + 英雄 (hero). The phrase is a direct calque from Western literary terminology.