How absurd is this question? The possibilities in chess for board states and movements vastly outnumber any of these games. And GO is even deeper. I fail to see how this question makes sense though.
So then is your criteria for depth the number of legal board states? In that case, Artifact must be deeper than chess, since each zone can have an unlimited number of cards and therefore there are an infinite number of legal states. And Hearthstone has more legal cards than Artifact, making the number of legal board states you are actually likely to see probably higher in Hearthstone than in Artifact.
Similarly, the number of legal actions is not really an order of magnitude higher in chess than in Artifact.
The only criteria for depth that makes sense is the amount of work/difficulty required in inferring the correct play, which is related to but not really 1:1 with complexity of the rule set. And in that sense I don't see how Artifact is significantly deeper. In some ways, Hearthstone feels deeper to me on occasion because of the amount of decision making that has to be made surrounding expected outcomes of high-variance plays.
Magic is my favourite game of the bunch, and I'd argue that is is more complex than Hearthstone but not necessarily deeper.
*edit* Artifact may be deeper after a lot more time to settle down and examine the game, but is it *obviously* deeper based on the ruleset like you're claiming? I don't think so.