Prior work has determined domain similarity using text-based features of a corpus. However, when using pre-trained word embeddings, the underlying text corpus might not be accessible anymore. Therefore, we propose the CCA measure, a new measure of domain similarity based directly on the dimension-wise correlations between corresponding embedding spaces. Our results suggest that an inherent notion of domain can be captured this way, as we are able to reproduce our findings for different domain comparisons for English, German, Spanish and Czech as well as in cross-lingual comparisons. We further find a threshold at which the CCA measure indicates that two corpora come from the same domain in a monolingual setting by applying permutation tests. By evaluating the usability of the CCA measure in a domain adaptation application, we also show that it can be used to determine which corpora are more similar to each other in a cross-domain sentiment detection task.