Sadness on thinking about the evils of the world WordNet 3.0 & Open English WordNet

Weltschmerz is a literary concept describing the feeling experienced by an individual who believes that reality can never satisfy the expectations of the mind, resulting in "a mood of weariness or sadness about life arising from the acute awareness of evil and suffering". Wikipedia

German word for deep sadness about the state of the world Wikidata

The state or characteristic of being world-weary. Wiktionary

Characteristic of being world-weary. Wiktionary (translation)