Personally, I try to look at things outside of my control as the weather. I do not control the weather, complaining about something you control is futile, but I also don't have to stand in the rain and I can be somewhat prepared.
You may never really "change the world". However, that feeling arise from a desire of control. Control of the people around you, control of situations, control of systems. It's useful to reflex on why you feel this way and is it reasonable. You can only control your actions and thoughts. I would argue that you will live a "saner" life, not trying to control the things you have no control over.