High-energy neutrinos are expected to be produced by the interaction of accelerated particles near the acceleration sites. For this reason, it is interesting to search for correlation in the arrival directions of ultra-high energy cosmic rays (UHECRs) and HE neutrinos. We present here the results of a search for correlations between UHECR events measured by the Pierre Auger Observatory and Telescope Array and high-energy neutrino candidate events from IceCube and ANTARES. We perform a cross-correlation analysis, where the angular separation between the arrival directions of UHECRs and neutrinos is scanned. When comparing the results with the expectations from a null hypothesis contemplating an isotropic distribution of neutrinos or of UHECR we obtain post-trial p-values of the order of $sim 10^{-2}$.