Focus on the atmosphere and inner thoughts of the character rather than the actual actions. For example, instead of describing in detail how a character was abused, you can say focus on how he felt he was never good enough, how it was somehow always his fault, how desperate he was to please his abuser, and how he felt his failure of a life was not worth living. A sad scene is about emotions, and not facts, and it is natural for reality to be exaggerated and wrapped by a depressed mind. (as the author, you still need to know the facts and make sure they make sense, but you don't have to write them that way.) Sometimes, a cloudy sky is sadder than knowing that on average two people die every second.
A very important thing in a tragic backstory is to give it a sense of scale. Show that it was not just one particularly sad day, but an entire existence of misery that has had a lifelong impact. Misery is all encompassing, muddling the past and observing the future, making the present moment of pain last eternally. Time itself becomes blurry, instant lasting for hours and hours becoming instantaneous.
Introduce repetitions, show emotions that still affect your character to this day, either because he still cannot escape or because he is doing everything he can to become its antithesis. You don't have to point anything out directl, but the past character should be a twisted version of his current self, recognisable but only a pained shadow of who they are now.
Lastly, give him something to hold on to, something to explain why he has not given up and ended his life. A single beacon of light, to which he desperately clings onto. He hates the world, he hates himself, but that thing is perfect, and he cannot abandon it. It can be anything, a wish for revenge, a childhood friend, a cute little girl he has no contact with except seeing her play around the neighborhood, or some ideal or goal. It doesn't even have to be a good thing. Going back to my example, perhaps he is so enthralled by his abuser he does not dare off himself, as that would be a cowardly betrayal. Tying the source of misery and beacon of light together ensures that there's almost nothing they can do to get out of this situation without some heavy outside help.
Also, make sure to lead into a sad scene. Depression is not something that comes and goes, it is a persistent curse that takes enormous effort to break free from. Slow the pace of your story, calm everything down, so that emotions can flow. A really sad scene is never standalone, it is always built up from the emotional attachment we have with the character. Don't go in detail on the tragic backstory of a side character that we met a chapter ago, because we probably won't feel anything (except if the backstory itself gives you the time to grow to care for him.) Just allude to it and save it for later when we had had time to grow attached to him.