Answer:
Yes, their name was 'Saxe-Coburg and Gotha' but the Royals changed it near the end of WWI to Windsor.
The Germans (house of Hanover) first sat at the British throne in 1698, when George I was crowned King (although he couldn't speak english). Victoria, who was a later predecessor (still the house of Hanover) married to Albert of Saxe-Coburg and Gotha, hence forth the name.