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Dynamics of the quantum entanglement and quantum discord of two qubits in two independent baths and a common bath with the Lorentzian spectrum are studied exactly in the numerical sense within the hierarchy approach. The effects of the counter-rotating-wave terms from the system–bath coherence on these quantum correlations are systematically discussed and comparisons with previous ones under the rotating-wave approximation are also performed. For two independent baths, beyond the weak system–bath coupling, the counter-rotating-wave terms essentially change evolutions of both the entanglement and quantum discord. With increase of the coupling, revival of the entanglement after a period of complete disentanglement is suppressed dramatically and finally disappears, and the quantum discord becomes smaller monotonically. For the common bath, the entanglement is also suppressed by the counter-rotating-wave terms, but the quantum discord shows quite different behaviors if initiated from spin-correlated states. In the non-Markovian regime, the quantum discord is almost not influenced by the counter-rotating-wave terms and is generally finite in the long-time evolution at arbitrary coupling while in the Markovian regime, it is significantly enhanced with the strong coupling.