Hormonal vs Copper

I have had the mirena for 1 year and half. Ive had weight gain, and just been really depressed since I got it. I have had a history of depression but that was years ago. And I am not sure if the weight gain is related to the Mirena. I really want to be able to lose weight and be happy again. Should I change my birth control? If so, is the copper IUD better?