Isaiah 60:10, …For in My wrath I struck you, but in My favor I have had mercy on you. (Isaiah 60:10)
We are clearly saved from God's wrath and saved by His mercy. We are more than saved from sin. We are saved from God's wrath on sinners. The wrath of man and hell are not to be feared. The fear of the Lord is the beginning of wisdom, not the fear of man or the devil. When you proclaim that you are saved and someone asks, "saved from what?" the clearest response would be, "I am saved from the wrath of God." Likewise if asked how are you saved, the clearest answer would be, "I am saved by His mercy." Yes, we are saved by His grace through faith. Nevertheless, grace is given by mercy. Isaiah also tells us, "With great mercies I will gather you. With a little wrath I hid My face from you for a moment; but with everlasting kindness I will have mercy on you," Says the Lord, your Redeemer."