Note that the amount of data is not based on the load type - the load types generally affect the speed of the initload.
Direct Load will load data for the specific module, based on the rule defined. In the case of CRMOD, it will also include children that use the same Web Service. For example, a direct load of Accounts will load Accounts, and Addresses.
Related Load will request the children as it gets a parent, and issues requests for each record for each account. This method has the potential to stack a large number of separate requests, slowing the Initload process down greatly.
Dependent Load will request all of the parents first, and once the parents are downloaded query for the children in batches. The end results of the related and the dependent should be the same data but more efficient delivered. An example is that you might download 120 accounts, then Swift MEAP would then query for addresses for 100 of the records in one request, and then a second request for the other 20.