Wikidata has become one of the most prominent open knowledge graphs (KGs) on the Web. Relying on a community of users with different expertise, this cross-domain KG is directly related to other data sources. This paper investigates how Wikidata is linked to other data sources in the Linked Data ecosystem. To this end, we adapt previous definitions of ontology links and instance links to the terminological part of the Wikidata vocabulary and perform an analysis of the links in Wikidata to external datasets and ontologies from the Linked Data ecosystem. As a side effect, this reveals insights on the ontological expressiveness of meta-properties used in Wikidata. The results of this analysis show that whileWikidata defines a large number of individuals, classes and properties within its own namespace, they are not (yet) extensively linked.We discuss reasons for this and conclude with some suggestions to increase the interconnectedness of Wikidata with other KGs.