This article from FitSugar says you may be even luckier than you thought if you have a sister:

You may have spent your youth squabbling over everything from Barbies to boys, but according to new research, having a sister could be good for your mental health. A new study from Brigham Young University shows that positive sibling relationships — particularly sisters — have lasting positive effects on mental health and can even help fend off depression. The close bonds encourage traits like kindness and generosity, shaping a positive future. And their findings seem to span all sets of siblings, no matter the age gap.

Here is more about the actual study.