If you had actually listened to the song (or even seen the video, for that matter), you would clearly know that it is NOT the Depeche Mode song of a similar name--both the lyrics and music are different--nay, even the subject matter. Do not be confused on that point.
Actually, it's a Depeche Mode song, the opening track from their 1987 album Music For the Masses; and it's NOT a David Bowie song. Neither words nor tune. Strangely though no credits to Mode are mentioned in the album. Cheapish stealing, I would say. Oh, and needless to say that Depeche original song sounds trillions of time better than Bowie cover version.