The main impact of the Great Depression on the world as a whole was to help cause World War II. The Depression also, of course, harmed the economies of many countries. But the more important effect was to lead to the war.
The Depression helped to lead to the war mainly by creating chaos in Germany. By harming Germany's economy severely, the Depression created social disorder. This was instrumental in allowing the Nazis to come to power. The rise of the Nazis led to WWII. The impact of the Depression is also seen as a reason for the Japanese push into China. Japan's war in China helped lead to WWII as well.
For the world as a whole, then, the most important impact of the Depression was the fact that it helped cause WWII.