Experts suggest it could be due to its ingredients as the white wine contains more sulphites than the red wine. Sulphites have been linked with "drinking blues" and depression as well as a host of other ailments from allergies to headaches. While sulphites are naturally found in grapes, small amounts of sulphur are added prior to fermentation, as a preservative, to keep the freshness and remove unwanted yeasts and bacteria, Daily Mail reported.