I'd just suggest making them organic to the characters. If you think of them as people you might know and put yourself in the story, that will probably make it easier to see if you're doing a good job pulling it off or if you might need to tweak a thing here or there!
I've noticed, honestly, as I've grown older and experienced more things in life -- plenty of which were sad -- I tend to seek that out less in my intake of fantasy. I've also noticed that, more times than not, people aren't really forthcoming about sad things they've lived through, because most of the time, we don't want to remember the worst times of our lives. It's something that is usually reserved for people who know each other very, very well to share unhappy times or times of difficulty.
And part of this is because of the problematic tendency of people to tell others to just "get over it" and the like, as if that just solves everything. It doesn't!
But single events, even things over a period of time, don't define us as people. Even if we lost someone dear to us, life goes on and so must we. Even if we endured abuse in a relationship, it may inform future interactions and relationships, but it doesn't mean that one thing defines us. It can change us, develop us, and contribute to who we become, but it is almost never the be-all and end-all for any person, so it shouldn't be for a character either. The person whose lover has to die to motivate them to oppose the antagonist was always a little lazy, if you think about it.
It's also important, I think, to ask if it adds something to the narrative or takes it away. It should be right for the tone you're setting in the present story, it should help to develop the character, and it should match the tone you want for them. If the story is a high-octane action narrative, a tragic backstory will serve a different purpose than one appearing in a horror tale.
One of the most unfortunate qualities of tragedy in backstory tends to be that it's often (mis)used to justify an otherwise unsympathetic or flimsy character's existence in a "shorthand" attempt to draw sympathy or identification from an audience. It's very common in the often-criticized author insertion characters that frequently pop up in fanfiction, so audiences have become a little quick on the trigger to assume that something is a cliche in that application, when it may not be.
As some others have pointed out, the most important thing is the story you're trying to tell. There's a difference between a trope and a cliché, but it can also be a very, very fine line!