How deep does a graph neural network need to be on a sparse graph? We study its purest statistical form: node classification on the sparse contextual stochastic block model (CSBM) with average degree
Δ=O(1), whose local weak limit is a broadcast-labelled Poisson Galton-Watson tree. Prior work derived a message-passing classifier
hℓ that aggregates from each vertex at distance
k≤ℓ the attenuated evidence
2artanh(γkt(Xv)), with
γ the edge signal and
t a bounded likelihood-ratio transform of the feature. We prove that the value of depth is governed by a single number, the Kesten-Stigum ratio
κ=γ2Δ. Below the threshold (
κ<1), the error sequence is Cauchy at a geometric rate,
∣E(ℓ)−E(ℓ′)∣≤Cκ(ℓ+1)/3 for all
ℓ′>ℓ, so all layers beyond depth
O(log(1/ε)) change the error by less than
ε; conversely, under mild regularity each sufficiently deep layer still flips the decision with probability at least
cκℓ/2, the empirically sharp exponent. Above the threshold (
κ>1), depth is geometrically productive:
E(ℓ) is driven to a branching-process floor of order at most
1/(κ−1) at any geometric rate
κ−sℓ,
s<1 (this bound has content only for
κ>17). No local classifier of any depth beats the universal floor
e−ΔΦ(−ζ) set by isolated roots (
ζ the feature signal-to-noise ratio), while the first layer provably helps by an explicit total-variation amount. Simulations with an exact belief-propagation baseline on the same trees show that the pairwise rule's error curve is mildly non-monotone in
ℓ, so an optimal finite depth exists (an exact instance is certified in the appendix), while BP saturates strictly faster, at an effective per-layer ratio below
κ that we identify.