BACKGROUND: Symptoms of Major Depressive Disorder (MDD) are commonly assessed using self-rating instruments like the Patient Health Questionnaire 9 (PHQ9, current symptoms), and the Composite International Diagnostic Interview Short-Form (CIDI-SF, worst-episode symptoms). We perform a systematic comparison between them for their genetics and utility in investigating MDD heterogeneity. METHODS: Using data from the UKBiobank (N = 41948 - 109417), we assess the SNP heritability (h2) and genetic correlation (rG) of both sets of MDD symptoms. We further compare their rG with non-MDD traits, and use Mendelian Randomization (MR) to assess if either set of symptoms have more genetic sharing with non-MDD traits. We further assess how specific each set of symptoms is to MDD, using the metric PRS Pleiotropy. Finally, we use Genomic SEM to identify factors explaining the genetic covariance between each set of symptoms. RESULTS: Corresponding symptoms endorsed through PHQ9 and CIDI-SF have low to moderate genetic correlations (rG=0.43-0.87), and this cannot be fully attributed to different severity thresholds or the use of a skip-structure in CIDI-SF. Both MR and PRS Pleiotropy analyses show that PHQ9 symptoms are more associated with traits which reflect general dysphoria, while the skip-structure in CIDI-SF allows for the identification of heterogeneity among likely MDD cases. Finally, the two sets of symptoms show different factor structures in Genomic SEM, reflective of their genetic differences. CONCLUSIONS: MDD symptoms assessed via the PHQ9 and CIDI-SF are not interchangeable: the former better indexes general dysphoria, while the latter is more informative of within-MDD heterogeneity.