Mehhh realistic and depression is quite hard but ik some
Oyasumi Punpun (goodnight punpun) - This one can literally make you depressed, it's very realistic and very sad.
-Rainbow - it has a lot of hope throughout, but to be hopeful it has to have some very low points.
-Monster - A doctor saves the life of a boy who becomes a serial killer, the doctor drops everything to try to fix his mistakes
-Chi no Wadachi (Blood on the Tracks)
-Inside Mari (Involves Body Swap on the beginning, but really is grounded in reality)
Depressing, but with supernatural stuff (not strictly fantasy):
-Blade of the Immortal
-Gantz (blood, gore, nudity, but also a pretty heavy story. It gets MUCH better as the story continues)
-Inuyashiki (same author as Gantz) - This has some VERY heavy stuff, read at your own risk.
-I am a hero (zombie apocalypse, but everything else is realistic)
-Shiga Hime (brutal look at mistakes made in adolescence)
-Happiness (involves vampires, but really is grounded in realism)
Supernatural:
-Berserk - Some consider this to be the best manga of all time
-Blame! - Very little dialogue, but it's a very bleak story
-Uzumaki - Think japanes Lovecraft
-Gyo - This does not end well
-Terra ForMars (I personally don't like this one, it's also a bit racist) - What if roaches hyper evolved on mars
-Parasyte (debatable whether you'll fund it depressing) - What if aliens invaded earth by taking over your neighbors