You have stated the ways they were related by marriage. By blood, they were distant cousins. Nicholas didn't descend from Victoria, and his mother was a daughter of Christian IX of Denmark, not Victoria. The closest blood relationship that I can think of (off the top of my head) between Nicholas and Victoria is that Nicholas is thrice the Great-Great-Great-Great Grandson of George II of Great Britain, and Victoria is the Great-Great Granddaughter of George II of Great Britain. This would make Nicholas and Victoria third cousins twice-removed.
George II of Great Britain - Frederick, Prince of Wales - George III of the United Kingdom - Prince Edward, Duke of Kent and Strathearn -
Victoria of the United KingdomGeorge II of Great Britain - Louise of Great Britain - Princess Louise of Denmark and Norway - Princess Louise Caroline of Hesse-Kassel - Christian IX of Denmark - Marie Feodorovna (Dagmar of Denmark) -
Nicholas II of RussiaGeorge II of Great Britain - Princess Mary of Great Britain - Landgrave Charles of Hesse-Kassel - Princess Louise Caroline of Hesse-Kassel - Christian IX of Denmark - Marie Feodorovna (Dagmar of Denmark) -
Nicholas II of RussiaGeorge II of Great Britain - Princess Mary of Great Britain - Landgrave Frederick of Hesse-Kassel - Langrave William of Hesse-Kassel - Louise of Hesse-Kassel - Marie Feodorovna (Dagmar of Denmark) -
Nicholas II of RussiaPhew! I know it's so difficult to work out all the many interwoven familial relationships between royalty but it just takes time. Hope I helped
![Smiley :)](http://server.pallasweb.com/apforumrc1/Smileys/default/smiley.gif)