Major Depressive Disorder (MDD) presents considerable challenges to diagnosis and management due to symptom variability across time. Only recent work has highlighted the clinical implications for interrogating depression symptom variability. Thus, the present work investigates how sociodemographic, comorbidity, movement, and sleep data is associated with long-term depression symptom variability. Participant information included (N = 939) baseline sociodemographic and comorbidity data, longitudinal, passively collected wearable data, and Patient Health Questionnaire-9 (PHQ-9) scores collected over 12 months. An ensemble machine learning approach was used to detect long-term depression symptom variability via: (i) a domain-driven feature selection approach and (ii) an exhaustive feature-inclusion approach. SHapley Additive exPlanations (SHAP) were used to interrogate variable importance and directionality. The composite domain-driven and exhaustive inclusion models were both capable of moderately detecting long-term depression symptom variability (r = 0.33 and r = 0.39, respectively). Our results indicate the incremental predictive validity of sociodemographic, comorbidity, and passively collected wearable movement and sleep data in detecting long-term depression symptom variability.