Correlation matrix in log scale for all the statistics of the 3×2pt data-vector in the G and GS cases. The positive and negative elements are shown in red and blue, respectively. The Gaussian covariance is block diagonal (i.e. it is diagonal in the multipole indices, but not in the redshift ones; the different diagonals appearing in the plot correspond to the different redshift pair indices, for ℓ₁ = ℓ₂). The overlap in the WL kernels makes the WL block in the Gaussian + SSC covariance matrix much more dense than the GCph one.