Doesn't everything means all things that exist in universe and since they exist in same universe they are correlated?

Causality from relativity prevents this from being generally true. There could be things in this universe sufficiently far away that we cannot see because whatever interaction we could observe from it has not reached here yet.

	▲	frotaur 4 days ago \| parent [-]
		It is actually inflation that precludes this from being true (along with relativity, of course). If there wasn't a period where spacetime inflated extremely rapidly, given two points, no matter how far apart, their causal pasts would eventually intersect, if going sufficiently back in the past. As such, they could correlate through a common cause C, which lies in both of their causal pasts.