We present an investigation of the interdependence of the optical-to-X-ray spectral slope (αox), the He ii equivalent-width (EW), and the monochromatic luminosity at 2500 Å (L2500). The values of αox and He ii EW are indicators of the strength/shape of the quasar ionizing continuum, from the ultraviolet (UV; 1500–2500 Å), through the extreme ultraviolet (EUV; 300–50 Å), to the X-ray (2 keV) regime. For this investigation, we measure the He ii EW of 206 radio-quiet quasars devoid of broad absorption lines that have high-quality spectral observations of the UV and 2 keV X-rays. The sample spans wide redshift (≈ 0.13–3.5) and luminosity (log(L2500) ≈ 29.2–32.5 erg s−1 Hz−1) ranges. We recover the well-known αox–L2500 and He ii EW–L2500 anti-correlations, and we find a similarly strong correlation between αox and He ii EW, and thus the overall spectral shape from the UV, through the EUV, to the X-ray regime is largely set by luminosity. A significant αox– He ii EW correlation remains after removing the contribution of L2500 from each quantity, and thus the emission in the EUV and the X-rays are also directly tied. This set of relations is surprising, since the UV, EUV, and X-ray emission are expected to be formed in three physically distinct regions. Our results indicate the presence of a redshift-independent physical mechanism that couples the continuum emission from these three different regions, and thus controls the overall continuum shape from the UV to the X-ray regime.