It's interesting... if you asked this question to average golfers, you'd get all kinds of answers. Reason - most golfers don't take a "proper" divot and many don't know the mechanics behind ball flight. Their misconception of the mechanics of ball flight causes issues in their golf swing and many times inconsistency and lose of distance.
First - you should make a divot with every club in your bag besides your driver (off the tee) and your putter.
Why - it may seem obvious, but the driver and putter are the only clubs that the club is moving up at impact. All other clubs, the club head should be moving down.
If the club head is moving down and strikes the ball first (before impact with the ground), the club should continue in the downward movement and strike the ground causing a divot (might be small, but a divot).
For most, the divots will appear bigger/deeper the shorter the club, and more shallow and narrow with the longer clubs.