Global sensitivity analysis (GSA) of voltage to uncertain power injection variations plays an important role for appropriate Volt-VAR optimization. This paper proposes a data-driven GSA method for large-scale distribution systems with a large number of uncertain sources. Specifically, the deep Gaussian process is used to identify the mapping relationship between uncertain power injections and voltages. This allows resorting to the analysis of variance framework to calculate the Sobol indices for GSA. Unlike the existing polynomial chaos expansion and Gaussian process-based approaches, our proposed method has much better scalability. Test results on the EPRI 1747-node K1 circuit with different numbers of uncertain sources with various uncertain levels and different PV distributions demonstrate that the proposed method can achieve accurate GSA.