Of course, any two traits can be correlated. But unless there is an obvious causal mechanism ("whiter skinned people get sun burns more easily", "darker skinned people tend to have vitamin D deficiencies at higher latitudes"), there's no reason to assume it and start looking for it to prove or disprove. It's a priori just as likely that there is a genetic link between toe shape and intelligence as skin color and intelligence. Yet no one is doing the science of measuring toe length correlation to intelligence, just skin color ("race").