song vs anthem

song and anthem both are nouns.

Word	Noun	Adjective	Verb	Adverb
song	Yes	No	No	No
anthem	Yes	No	No	No

As nouns, anthem is a hyponym of song; that is, anthem is a word with a more specific, narrower meaning than song:

song (noun)	anthem (noun)
the act of singing	a song of praise (to God or to a saint or to a nation)
a short musical composition with words	a song of devotion or loyalty (as to a nation or school)
the characteristic sound produced by a bird
a distinctive or characteristic sound
a very small sum