We show that the recently proposed correlated sampling without reweighting procedure extends the locality (asymptotic independence of the system size) of a physical property to the statistical fluctuations of its estimator. This makes the approach potentially vastly more efficient for computing space-localized properties in large systems compared with standard correlated methods. A proof is given for a large collection of noninteracting fragments. Calculations on hydrogen chains suggest that this behavior holds not only for systems displaying short-range correlations, but also for systems with long-range correlations.