Unfortunately, God is not readily available for comparison, so we'll use the best human players instead.
How many links are there in that chain? The more there are, the more there is to learn about the game, and hence the deeper and more sophisticated the game is. (So you might think, anyway.)
If you rate players using the Elo system, beating someone 2/3 of the time corresponds to being about 150 points stronger. A complete beginner at chess might have an Elo rating of 500, compared with the world champion somewhere around 2900, giving 16 links in the chain.
In go, beating someone 2/3 of the time corresponds to being about one kyu/dan rank stronger. A complete beginner might be 30 kyu; the best players are stronger than 9 amateur dan, so that's at least 40 links in the chain. (Lower-numbered kyu ranks are stronger; after 1 kyu comes 1 dan, and then higher-numbered dan ranks are stronger.)
So by this measure -- which you may or may not find convincing -- go is a more sophisticated game than chess.
Here is the best argument I know against this definition. Define the game of "tenchess" as follows. To play a game of tenchess, you play ten games of chess and the winner is whoever wins more games (a draw if the same number). Then it's easy to see that tenchess has a longer chain, as defined above, than chess; if I win 2/3 of my chess games then I win 79% of my tenchess games, so I can win 2/3 of my tenchess games with a smaller advantage. (I am ignoring the existence of draws for this calculation, just for simplicity.) But surely tenchess isn't a deeper game than chess; it's just longer. Perhaps go's longer chain is just the result of its being a longer game.