We theoretically study the generic behavior of the penetration depth of the edge states in two-dimensional quantum spin Hall systems. We found that the momentum-space width of the edge-state dispersion scales with the inverse of the penetration depth. As an example of well-localized edge states, we take the Bi(111) ultrathin film. Its edge states are found to extend almost over the whole Brillouin zone. Correspondingly, the bismuth (111) 1-bilayer system is proposed to have well-localized edge states in contrast to the HgTe quantum well. © 2011 American Physical Society.