Anomalous diffusion in crowded fluids, e.g.in the cytoplasm of living cells, is a frequent phenomenon. Despite manifold observations of anomalous diffusion with several experimental techniques, a thorough understanding of the underlying microscopic causes is still lacking. Here, we have quantitatively compared two popular techniques with which anomalous diffusion is typically assessed. Using extensive computer simulations of two prototypical random walks with stationary increments, i.e.fractional Brownian motion and obstructed diffusion, we find that single particle tracking (SPT) yields results for the diffusion anomaly that are equivalent to those obtained by fluorescence correlation spectroscopy (FCS). We also show that positional uncertainties, inherent to SPT experiments, lead to a systematic underestimation of the diffusion anomaly, regardless of the underlying random walk and measurement technique. This effect becomes particularly relevant when the position uncertainty is larger than the average positional displacement between two successive frames.