Among advanced economies, Australia is the most integrated with Brazil, Russia, India, China and South Africa, according to an index from Maplecroft, a British-based global risk analysis firm.
The five emerging nations, known collectively as BRICS, were now "firmly entrenched" in the world economy, according to Maplecroft's Emerging Powers Integration Index.
The US ranked fourth among industrial countries in its economic ties to BRICS, behind Australia, Finland and Japan.
The emerging countries, particularly Brazil, Russia, India and China, were "fundamentally changing the patterns of economic and political international relations", Jim O'Neill, chief economist at Goldman Sachs Group in London and a Maplecroft investor, said.
"As the economies of the US and Europe struggle to recover, those of the BRICS will prove to be more robust, and will be instrumental in pulling the world out of recession."
BRICS also have strong links with countries that have large mineral deposits and with "politically unstable or repressive states", such as Sudan, the Democratic Republic of Congo, Zimbabwe and Iran, the gauge showed.
The index measures a combination of world trade, foreign direct investment, portfolio investment and migration in 185 countries.