He would probably had died. Reasons? Without Dante, the Order would have hold of Yamato. Without Dante, the Fake Hellgates (along with the original) would still be standing making things tougher for Nero even if he DID came out of the statue. Besides all those, without Yamato he was beaten by a cowardly attack by Agnus. If he was that weak without it then I don't think he could defeat Sanctus who would have hold both Yamato and Sparda. (Remember that in the cut-scene Nero repels Sanctus' Sparda attack with Yamato).