There is some correlation, but not as high as implied in the other anwer (due to ecological fallacy). Here's e.g. a study in Norway, which still a bit of a potential for that by using brackets for the level of islamophobia and antisemitism, but it's more insightful than country-level correlations.
Table 4.10 presents three versions of the relationship between the two dichotomised summary indices. The left part shows that the likelihood for scoring high on Islamophobia is far greater for people with a high level of antisemitism than for people with low. The difference is 30 percentage points. Correspondingly, the middle part of the table shows that scoring high on Islamophobia increases the likelihood of having antisemitic attitudes. The difference is 8 percentage points.
[...]
A majority of 70.5% of all respondents score low on both indices, while 3% score high on both. Antisemitism alone is found in 2.5% of the sample, while Islamophobia alone is found in 24%.
[...]
This shows that there is a tendency for antisemitism and Islamophobia to occur in combination. They are, in other words, related attitudes rather than opposites. It is clear, however, that they also do occur alone, especially in the case of Islamophobia, since negative attitudes towards Muslims are far more widespread in Norway than antisemitism according to our measures.
The data used in that study is from a 2017 survey.
TBH, such results are probably fairly sensitive to the questionnaire used. The general idea/finding is reflected in an older (2013) study in Italy, but the raw proportions are much higher in this study:
Almost 45% of our sample expresses attitudes against Jews and Muslims, while only 15% is tolerant. Furthermore the 65% of those who show anti-Muslim feelings are at the same time anti-Semitic, while 91% of those who show anti-Semitic attitudes are at the same time anti-Muslim.
Survey data is probably from the same year (2013) in that one, but the paper isn't super clear on that.