The Vikos Gorge is notable both for its great depth (nearly 6,000 feet at one point), and more importantly its depth/width ratio of 0.82, meaning it is 82 percent as deep as it is wide. There are deeper ravines in the world, but their lower depth/width ratio makes them usually classified as canyons or valleys.
At 10,500 feet the Colca Canyon, located in Peru, is much deeper than the Vikos gorge but it is also significantly wider, meaning its depth/width ratio is lower. There are many other canyons (such as Kings Canyon and Hell's Canyon in the U.S.) that are deeper than the Vikos gorge, but none have a higher depth/width ratio.
Judging purely by depth, the Kali Ghandaki Gorge in the midwest of Nepal is the deepest in the world, at over 21,000 feet deep in some parts. However, its vast width and gentler profile makes the depth seem less spectacular than the Vikos Gorge.