Would love if this (or something like this) could be merged! @christianlundkvist what do you think? Sure it makes it a little bit less simple - but the gain for the minimal complication is high. E.g. it makes it possible for wallets to list all transactions for the wallet in a decentralized manner.
The only thing I would change is the naming to Executed and Received and add data to executed.
Basically like this implementation: https://github.com/argentlabs/argent-contracts/blob/develop/contracts/MultiSigWallet.sol#L25

IMO it should log everything except the signature data, and index the addresses.

address indexed destination, uint value, bytes data, address indexed executor, uint gasLimit

or just

address address caller, address address target, uint gas, bytes data

I agree with @ligi that "Deposit" and "Withdrawal" are not great names. The most common "Withdrawal" is likely to have 0 ETH value, just calling other contracts. I would call them Received and Executed as well.