We present an investigation of the interdependence of the optical-to-X-ray spectral slope (𝛼 ox ), the He equivalent-width (EW), and the monochromatic luminosity at 2500 Å (𝐿 2500 ). The values of 𝛼 ox and He 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 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(𝐿 2500 ) ≈ 29.2-32.5 erg s −1 Hz −1 ) ranges. We recover the well-known 𝛼 ox -𝐿 2500 and He EW-𝐿 2500 anti-correlations, and we find a similarly strong correlation between 𝛼 ox and He 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 𝛼 ox -He EW correlation remains after removing the contribution of 𝐿 2500 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.