Living systems produce persistent copies of information-carrying polymers, in which template and copy sequences remain correlated after physically decoupling. We identify a general measure of the thermodynamic efficiency with which these non-equilibrium states are created, and analyze the accuracy and efficiency of a family of dynamical models that produce persistent copies. For the weakest chemical driving, when polymer growth occurs in equilibrium, both the copy accuracy and, more surprisingly, the efficiency vanish. At higher driving strengths, accuracy and efficiency both increase, with efficiency showing one or more peaks at moderate driving. Correlations generated within the copy sequence, as well as between template and copy, store additional free energy in the copied polymer and limit the single-site accuracy for a given chemical work input. Our results provide insight in the design of natural self-replicating systems and can aid the design of synthetic replicators.