Serious answers - Depression and intellect?

Do you believe depression and intellect coincide? It seems every time I think about anything big.. anything that could effect (or already is) the world , I start to become depressed. I've heard that these two mysterious aspects of a human do, in fact, coincide, but I don't want to be vague and call myself intelligent. I just... think too much. Hahaha.... What do you guys think?