The intriguing phenomenon of many-body localization (MBL) has attracted significant interest recently, but a complete characterization is still lacking. In this work, we introduce the total correlations, a concept from quantum information theory capturing multi-partite correlations, to the study of this phenomenon. We demonstrate that the total correlations of the diagonal ensemble provides a meaningful diagnostic tool to pin-down, probe, and better understand the MBL transition and ergodicity breaking in quantum systems. In particular, we show that the total correlations has sub-linear dependence on the system size in delocalized, ergodic phases, whereas we find that it scales extensively in the localized phase developing a pronounced peak at the transition. We exemplify the power of our approach by means of an exact diagonalization study of a Heisenberg spin chain in a disordered field.
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