The Sacred Heart and the Divine Mercy devotions are intertwined. In a nutshell:
Devotion to the Sacred Heart does not mean that we have a devotion to the actual physical heart of Jesus. The heart symbolizes love. The Sacred Heart devotion is all about the love that Christ has for us all. In the Sacred Heart, we recognize the love of Jesus Christ. We acknowledge that this love is what drove Christ to sacrifice himself for us on the Cross.
Christ has mercy on us because he loves us. The Divine Mercy is granted to us because Christ loves us deeply. The Sacred Heart symbolises the love, which moves Christ to have mercy on us. This is why the Divine Mercy devotion and the Sacred Heart devotion are so similar.
Love is the foundation block on which Divine Mercy is built. The Sacred Heart devotion reveals the reason why Christ grants unlimited mercy to repentant sinners.
I encourage you all to read the Encyclical of Pius XII, HAURIETIS AQUAS:
On Devotion To The Sacred Heart
Here is a quotation from the aforementioned Encyclical:
The other reason which refers in a particular manner to the Heart of the divine Redeemer, and likewise demands in a special way that the highest form of worship be paid to it, arises from the fact that His Heart, more than all the other members of His body, is the natural sign and symbol of His boundless love for the human race. “There is in the Sacred Heart,” as Our predecessor of immortal memory, Leo XIII, pointed out, “the symbol and express image of the infinite love of Jesus Christ which moves us to love in return.”(16)