Genome-wide association studies (GWAS) have mapped thousands of susceptibility loci associated with immune-mediated diseases. To assess the extent of the genetic sharing across nine immune-mediated diseases we apply genomic structural equation modelling to GWAS data from European populations. We identify three disease groups: gastrointestinal tract diseases, rheumatic and systemic diseases, and allergic diseases. Although loci associated with the disease groups are highly specific, they converge on perturbing the same pathways. Finally, we test for colocalization between loci and single-cell eQTLs derived from peripheral blood mononuclear cells. We identify the causal route by which 46 loci predispose to three disease groups and find evidence for eight genes being candidates for drug repurposing. Taken together, here we show that different constellations of diseases have distinct patterns of genetic associations, but that associated loci converge on perturbing different nodes in T cell activation and signalling pathways.