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Actually their common grandparent was not Queen Victoria, but rather King Christian of Denmark.

Yeah, it gets a bit confusing when you add in the German Emperor, Wilhelm II.

* George V and Nicholas II share Christian IX of Denmark as a common grandparent

* George V and Wilhelm II share Victoria as a common grandparent

* Nicholas II and Wilhelm II are more distantly related to each other (second cousins once-removed through Frederick William III of Prussia)

Also Nicolas’s wife Alexandra was Victoria’s granddaughter and a cousin of George and Wilhelm.