They may be the Greek royal family but they have mostly German and some Danish ancestry since even king Christian IX's parents and his wife were german (house of Hesse cassel) as well as Sophie who was a prussian princess and George I was a Danish prince
And all Danish Kings were from German House of Oldenburg and most Queens of Denmark have been for centuries from the German dynasties which either ruled in Germany or in other countries(Hanover in Great Britain)...
For example,if you look at Crown Prince Pavlos's ancestry one can see that out of his 128 nearest ancestors only 3 of them were not of German ethnic origin and they were King Carl IX Johann of Sweden,Queen Desiree of Sweden and Vicomte Eugene de Beauharnais,Duke von Leuchtenberg...