In most genetic studies the risk is higher in schizophrenia than depression. In major depression Meta-analysis estimated heritability for MD to be 37% (95% confidence intervals 31–42) (Flint J et.al The Genetics of Major Depression) and in schizophrenia the genetic loading ranges up to 50% based on closeness of family (Ayano G. Schizophrenia: A Concise Overview of Etiology, Epidemiology Diagnosis and Management:Review of literatures. J Schizophr Res. 2016; 3(2): 1026.)
I agree with the above comment and will add that depression may be the "least heritable psychiatric conditions" according to a recent commentary by Stephen Strawkowski. He cites the following article that may be of use to you: Sullivan P, Neale M, Kendler K. Genetic epidemiology of major depression: review and meta-analysis. Am J Psychiatry. 2000; 157: 1552-1562.