  Every copula $ C $ for a random vector $ {\bf X}=(X_1,\dots,X_d) $ with
identically distributed coordinates determines a unique copula $ C_{:d} $ for
its order statistic $ {\bf X}_{:d}=(X_{1:d},\dots,X_{d:d}) $. In the present
paper we study the dependence structure of $ C_{:d} $ via Kendall's tau,
denoted by $ \kappa $. As a general result, we show that $ \kappa[C_{:d}] $ is
at least as large as $ \kappa[C] $. For the product copula $ \Pi $, which
corresponds to the case of independent coordinates of $ {\bf X} $, we provide
an explicit formula for $ \kappa[\Pi_{:d}] $ showing that the inequality
between $ \kappa[\Pi] $ and $ \kappa[\Pi_{:d}] $ is strict. We also compute
Kendall's tau for certain multivariate margins of $ \Pi_{:d} $ corresponding to
the lower or upper coordinates of $ {\bf X}_{:d} $.
