We construct a tree-based dependence structure for the representation of binomial, Poisson and Gaussian random vectors having a given covariance matrix, using sums of independent random variables. This construction allows us to characterize the supermodular ordering of such random vectors via the componentwise ordering of their covariance matrices. Our method relies on the representation of dependent components using binary trees on the discrete $d$-dimensional hypercube $C_d$, and on Möbius inversion techniques. In the case of Poisson random vectors this approach involves Lévy measures on $C_d$, and it is consistent with the approximation of Poisson and multivariate Gaussian random vectors by binomial vectors.