I wanna switch Birth Control

Ive tried depo shot and personally it was the worse experience of my life. It made my depression serious & I was suicidal. Im currently on the nexplanon and I feel like this one has made me more anxious and Im always bloated and physically feeling shitty. I was thinking of trying the Copper IUD since it has no hormones but the only concern of mine was the heavy periods because im anemic and Ive heard itworsens  cramps.