Until the first World War, the UK Royal Family were not the House of Windsor. It was changed in 1917 from the House of Saxe-Coburg and Gotha because of anti-German sentiment. Nicholas II (the last emperor of Russia), Wilhelm II (the last emperor of Germany) and George V (not the last King of the United Kingdom) were all first cousins. Their Granny was Queen Victoria. The boys didn't play nicely. Will joined with the Ottomans to lose WWI. Nick abdicated in February 1917 and the Bolsheviks created Soviet Russia in October. The end of the war saw the end of monarchy in Austria, Germany, Greece, Spain and Russia.