Let's take a few countries and follow their lines.
England:
The original kings were English though some were Vikings.
William the conquerer was a Norman so was his line.
The Plantagenets were male line French but with a female line to the previous dynasty.
Their successors were the Tudors. A Welsh family so homegrown with even a female line link to the Plantagenets through Margaret Beaufort. Henry VII married a Plantagenet heiress himself thus creating an even more English dynasty.
The Stuarts were a Scottish dynasty with a double link through Margaret Tudor to Henry VII and Elizabeth of York.
The House of Hannover had a female line to the Stuarts but could be seen as an imported Royal House. This was done because the Stuart heirs were not wanted due to their Catholic religion.
The third Hanovarian monarch George III was born and raised in Great Britain and never left his kingdom. So by his time you can hardly call him a German. His family originated in Germany and he himself ruled in a part of Germany but he was clearly British. So were his sons and granddaughter.
Edward VII was also born an raised in his mothers' realm. He happened to have a German father but i think you would have insulted him if you had called him a German to his face. George V was even less German and did not change the name of the dynasty for nothing. Charles III is a male line Oldenburg but his father was a born prince of Greece and Denmark and born on Corfu. I doubt the King considers himself Greek. I don't think the late Duke of Edinburgh ever thought of himself as such.
Russia:
The Romanov dynasty came to the throne in 1603 and was clearly Russian. Male line descendants ruled until the death of Peter the Great when his widow became Catherine I. Her successor was her husband's grandson through his son from his first Russian marriage. Peter II was succeeded by his father's first cousin Anna Ivanovna herself a male line descendant of Michael I. Ivan VI claim came through his mother and maternal grandmother who was a sister of Anna Ivanovna. He soon got replaced by Elisabeth Petrovna like Anna Ivanovna a male line descendant of the first Romanov Tsar. Her successor Peter III was the maternal grandson of Peter the Great. So one female to continue the family line. His wife Catherine II usurped/conquered the throne but their son Paul I and his successor all trace their ancestry back to Michael I with only Anna Petrovna as one female in a otherwise male line of descent. Anna herself was born and raised in Russia so she was Russian. Her son was born in Germany but all his descendants were born and raised in Russia.
the Netherlands:
In 1403 a Dutch (Brabant) noble heiress 11 year old Joan of Polanen married 33 year old count Engelbrecht of Nassau-Siegen. He was German, she was Dutch. Their great-great grandson Rene of Nassau-Breda inherited from his maternal uncle Philibert of Chalons the principality of Orange. In order to inherit he had to take his mother's family name. So he is known as Rene of Chalons, Prince of Orange, count of Nassau. When he died childless his paternal first cousin William of Nassau-Dillenburg came from Germany at the age of 10 to be raised in Brussels and Breda. Both at that time part of the Low Countries or the Netherlands. His descendants and those of his brother John intermarried and became stadholders in various provinces of the Republic. When William's male line died out in 1702 with the death of the King-Stadholder William III the line was continued by John's male line and William's female descendants.
In 1748 William IV became hereditary stadholder of all the provinces of the republic. A position inherited by his son William V.
It was his son William VI who had been born and raised in the Netherlands like many generations before him who became William I king of the Netherlands. He was certainly not a German even if he was related to many as his uncle and father-in-law as well as his brother-in-law were Kings of Prussia. Who all descended from Louise Henriette of Orange-Nassau through her father Frederik Henry a granddaughter of William the Silent and his fourth French wife Louise de Coligny.
Norway:
The House of Glucksborg was elected in 1905. Norway did not elect a German prince but a Danish prince who was not only the son of the Crownprince of Denmark but also had the daughter of Bernadotte King Charles IV of Norway as his mother. So he was a maternal grandson of a previous king of French ancestry. His heir Olav V had an English mother with herself a Danish mother who did not like Germany very much. Olav married a Swedish cousin with also Danish and Dutch roots. The current king Harald V is their son and he married a Norwegian. So i don't think it's fair to call the Norwegian dynasty German either. Yes there is a male line leading back to German territories but there are other lines leading throughout Europe and plenty of them stay in Scandinavia. With the current king, his queen, their son, his wife and their children all born and raised in Norway you cannot call them anything other than Norwegian.
I feel that no matter where your ancestors came from by the time you have several generations born, raised and living in a country they end up being of that nationality.
All European Royal dynasties intermarried. I think they can all trace their ancestry to various parts of Europe. Descending from Rurik who started to first Russian dynasty. Byzantine Imperial families, Native Iberian dynasties as well as Hugo Capet, Viking kings and early English and Scottish kings. Yes there are plenty of German lines but that is not odd considering the amount of German reigning dynasties there once were.The Italian house of Visconti is another dynasty all hereditary ruling monarchs fo Europe descent from. the House of Habsburg originates from a Swiss family so are all European Royals Swiss?
Practically all have had foreigners as monarchs, for reasons that thrones would initially be acquired via contest or treaty, and the sovereigns would marry foreigners. European royalty has basically been one large family of Germans, by blood -- and that includes the Danes and the Dutch.
The exceptions are the homegrown Balkan dynasties of Serbia and Montenegro: but even those royals (Karageorgevich and Petrovich-Njegos) eventually intermarried with the established houses of Europe.
It appears that most European monarchies both of recent past and the present have "foreigners" for their monarchs. England, Belgium, Scotland, Norway, Sweden, Romania, Bulgaria, Spain, Greece, and Russia were reigned over by a monarch who came there from elsewhere. Are there others? Were the Danes, the Dutch, the French and the Italians, and many of the Germanic ones the only countries in Europe whose monarchies were home grown?
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