Depression is a fixation on the past. The past is immutable, it can never change, only your memories and emotions of it can change.

Anxiety is a fixation on the future. The future is nebulous, it hasn't happened yet, with infinite possible diverging paths.

Once you grok this, and realize that the present is where flow¹ exists, the more fulfilled you will be.
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¹ Sometimes called "the zone". This state can only ever happen when you are living in the present.