We use large-scale classical simulations employing different force fields to study spatial correlations between local density and structural order for water in the liquid temperature range. All force fields investigated reproduce the main features of the experimental SAXS structure factor S(q), including the minimum at small q, and the recent TIP4P/2005 parametrization yields almost quantitative agreement. As local structural order parameters we consider the tetrahedrality and the number of hydrogen bonds and calculate all pure and mixed spatial two-point correlation functions. Except for the density-density correlation function, there are only weak features present in all other correlation functions, showing that the tendency to form structural clusters is much weaker than the well-known tendency of water to form density clusters (i.e., spatially correlated regions where the density deviates from the mean). In particular, there are only small spatial correlations between local density and structural fluctuations, suggesting that features in density-density correlations (such as measured by the structure factor) are not straightforwardly related to spatial correlations of structure in liquid water.