Each column shows one principal component and each element is the mean principal component score for individuals born in the labelled country, scaled by the standard deviation of the scores for that principal component. Elements in each column are only coloured if the country has a non-zero coefficient (P < 10−5; two-sided t-test) in a linear model with country of birth as predictor and principal component scores as outcome (n = 487,848 samples). Countries (rows) have been ordered using hierarchical clustering (‘hclust’ function in R). The symbols next to each country label indicate the most common ethnic background category among the participants born in that country. For example, the most common self-reported ethnic background of participants born in Sri Lanka is ‘Any other Asian background’. Countries with fewer than 20 individuals born there were excluded from this analysis.