I'm thinking of permanently leaving my depressed husband
Do you think his depression is ruining your relationship?
Yes, he's very bad at sex.
This sounds like a very difficult situation for you, but have you thought about what he is going through right now? Most people would expect you to try and make it work before giving up on a marriage.
Everyone needs to get laid at some point
You're right and it sounds like you really need to speak with him. I know of a marriage councilor I can refer you to so that you could try working this out?