We study the choice of an orthonormal basis for comparing two probability distributions on $\mathbb{R}^d$ through their one-dimensional projections. We show that two distributions have a common copula in a given basis if and only if their optimal transport can be performed componentwise along the directions of that basis. This motivates the notion of componentwise related distributions and leads to a structural analysis of the bases in which such a representation is possible. In particular, we establish an essential uniqueness result for the corresponding orthogonal decomposition and characterize elliptical families through equality in Gelbrich's bound within location-scatter families. For general distributions, we consider the maximum, over all orthonormal bases, of the sum of the squared quadratic Wasserstein distances between the corresponding one-dimensional projections. We prove that the resulting quantity is a metric, induces the same topology as the quadratic Wasserstein distance, and lies between the Gelbrich and Wasserstein distances, with equality in the upper bound precisely for component-wise related distributions. We also derive first-order conditions for an optimal basis and establish stability and almost-sure consistency of empirical optimal bases. Simulations and examples illustrate the computational feasibility and competitive performance of the proposed procedures and suggest new applications of copulas to multivariate distributional comparisons.

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