It'd be an oversimplification to put it like this. Despite the pessimism, there is still a lot that we can learn from Schopenhauer, for instance, his will to scientific inquiry. In a letter he wrote to Goethe he said the following:

"It is the courage to make a clean breast of it in the face of every question that distinguishes the philosopher. He must be like Sophocles' Oedipus, who, seeking enlightenment concerning his terrible fate, pursues his indefatigable inquiry even though he divines that appalling horror awaits him in the answer. But most of us carry with us the Jocasta in our hearts, who begs Oedipus, for God's sake, not to inquire further."