Traits can be genetically correlated because of co-located quantitative trait loci (QTL). A multiple-trait association mapping study in bread wheat (Triticum aestivum L.) revealed that several QTL for yield and its components co-locate. In most genomic regions with co-located QTL there was not enough statistical evidence to strongly rule out pleiotropy as the cause of co-location. Differentiating close-linkage from pleiotropy was limited by allele frequencies, small QTL sizes and high linkage disequilibrium between QTL. Multiple-trait genomic prediction of Fusarium head blight severity of hybrid wheat is more accurate than single-trait prediction when the relatedness between estimation and prediction sets decreases. Different selection indices allow the simultaneous improvement of grain yield and protein content of rye (Secale cerale L.) for feeding purposes. These indices can be directly predicted by single-trait genomic prediction.