There are studies that show higher rates of depression among whites than blacks (with blacks experiencing depression more intensely). On the other hand rates of PTSD are higher among blacks and Hspanics. Women in all groups are most prone overall.
Abstract
"Depression prevalence was examined by race/ethnicity in a nationally representative sample. The Diagnostic Interview Schedule was administered to 8449 (response rate=96.1%) participants (aged 15-40 years). Prevalence of major depressive disorder was significantly higher in Whites than in African Americans and Mexican Americans; the opposite pattern was found for dysthymic disorder. Across racial/ethnic groups, poverty was a significant risk factor for major depressive disorder, but significant interactions occurred between race/ethnicity, gender, and education in relation to prevalence of dysthymic disorder."
http://www.ncbi.nlm.nih.gov/pubmed/15914823