LOGI vs. DXJ

Last updated Jun 5, 2026

LOGI (Logitech International SA) is a stock, while DXJ (WisdomTree Japan Hedged Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Over the past 10 years, LOGI returned 24.54%/yr vs 18.20%/yr for DXJ. At a 0.38 correlation, their price movements are largely independent.

Performance

LOGI vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Logitech International SA (LOGI) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOGI achieves a 18.43% return, which is significantly lower than DXJ's 20.35% return. Over the past 10 years, LOGI has outperformed DXJ with an annualized return of 24.54%, while DXJ has yielded a comparatively lower 18.20% annualized return.

LOGI

• 1D: -0.32%
• 1M: 12.59%
• YTD: 18.43%
• 6M: -0.36%
• 1Y: 45.64%
• 3Y*: 26.89%
• 5Y*: -0.03%
• 10Y*: 24.54%

DXJ

• 1D: 0.59%
• 1M: 6.44%
• YTD: 20.35%
• 6M: 23.80%
• 1Y: 56.31%
• 3Y*: 33.61%
• 5Y*: 26.28%
• 10Y*: 18.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGI vs. DXJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOGI Logitech International SA	18.43%	25.21%	-10.58%	55.03%	-22.89%	-14.29%	107.75%	52.51%	-6.12%	37.34%
DXJ WisdomTree Japan Hedged Equity Fund	20.35%	32.78%	29.83%	42.04%	5.96%	17.99%	3.94%	18.94%	-19.78%	22.81%

Correlation

The correlation between LOGI and DXJ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jun 19, 2006	0.38

The correlation between LOGI and DXJ shifts across timeframes, from 0.27 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LOGI vs. DXJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LOGI

LOGI Risk / Return Rank: 72
LOGI Sharpe Ratio Rank: 79
LOGI Sortino Ratio Rank: 72
LOGI Omega Ratio Rank: 73
LOGI Calmar Ratio Rank: 69
LOGI Martin Ratio Rank: 67

DXJ

DXJ Risk / Return Rank: 90
DXJ Sharpe Ratio Rank: 92
DXJ Sortino Ratio Rank: 92
DXJ Omega Ratio Rank: 91
DXJ Calmar Ratio Rank: 88
DXJ Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LOGI vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Logitech International SA (LOGI) and WisdomTree Japan Hedged Equity Fund (DXJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	LOGI	DXJ	Difference
Sharpe ratio: Return per unit of total volatility	1.35	3.25	-1.90
Sortino ratio: Return per unit of downside risk	1.81	4.36	-2.55
Omega ratio: Gain probability vs. loss probability	1.25	1.59	-0.34
Calmar ratio: Return relative to maximum drawdown	1.52	5.15	-3.64
Martin ratio: Return relative to average drawdown	3.02	20.14	-17.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOGI vs. DXJ - Sharpe Ratio Comparison

The current LOGI Sharpe Ratio is 1.35, which is lower than the DXJ Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of LOGI and DXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LOGI	DXJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	3.25	-1.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	1.39	-1.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.90	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.43	-0.05

Drawdowns

LOGI vs. DXJ - Drawdown Comparison

The maximum LOGI drawdown since its inception was -80.58%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for LOGI and DXJ.

Drawdown Indicators

	LOGI	DXJ	Difference
Max Drawdown Largest peak-to-trough decline	-80.58%	-49.63%	-30.95%
Max Drawdown (1Y) Largest decline over 1 year	-30.21%	-10.98%	-19.23%
Max Drawdown (3Y) Largest decline over 3 years	-37.59%	-22.19%	-15.40%
Max Drawdown (5Y) Largest decline over 5 years	-67.80%	-22.19%	-45.61%
Max Drawdown (10Y) Largest decline over 10 years	-67.80%	-39.14%	-28.66%
Current Drawdown Current decline from peak	-6.31%	0.00%	-6.31%
Average Drawdown Average peak-to-trough decline	-32.29%	-14.34%	-17.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.16%	2.80%	+12.36%

Volatility

LOGI vs. DXJ - Volatility Comparison

Logitech International SA (LOGI) has a higher volatility of 15.98% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 3.40%. This indicates that LOGI's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOGI	DXJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.98%	3.40%	+12.58%
Volatility (6M) Calculated over the trailing 6-month period	27.56%	13.10%	+14.46%
Volatility (1Y) Calculated over the trailing 1-year period	34.02%	17.44%	+16.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.59%	18.96%	+17.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.58%	20.18%	+15.40%

Dividends

LOGI vs. DXJ - Dividend Comparison

LOGI's dividend yield for the trailing twelve months is around 2.68%, more than DXJ's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DXJ WisdomTree Japan Hedged Equity Fund	1.07%	1.29%	3.48%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%
LOGI Logitech International SA	2.68%	3.17%	3.32%	1.12%	1.57%	1.14%	0.58%	1.03%	1.43%	1.23%	2.29%	2.28%

Frequently Asked Questions

Can I hold both LOGI and DXJ in my portfolio?

LOGI and DXJ have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOGI or DXJ?

LOGI has higher volatility (15.98%) compared to DXJ (3.40%). In terms of maximum drawdown, LOGI dropped -80.58% vs DXJ's -49.63%.

Which has better risk-adjusted returns?

DXJ currently has the higher Sharpe Ratio (3.25 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.