The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent nontrivial diffusivity matrices, as we show with an application to an experiment of two trapped and hydrodynamically coupled colloids, one of which is subject to an external random forcing that mimics an effective temperature. The nonequilibrium susceptibility of the energy to a variation of this driving is an example of our formulation, which improves an earlier version, as it does not depend on the time-discretization of the stochastic dynamics. This scheme holds for generic systems with additive noise and can be easily implemented numerically, thanks to matrix operations.