Queen Viktoria suffered from a very poor health (much due to mistreatment from several doctors in her youth), and she often went abroad on trips to make her health better (she suffered from bronchitis and possibly tuberculosis) She died on the 4th of April 1930, in her home Villa Svezia in Rome! At the end of her life , her poor health had showed itself again, and she moved to Italy. Everything I have read indicated she owned the Villa!
Two links below that cover the later years including two of her photographs.
The queen’s health worsened towards the end of the Twenties, however. Following Munthe’s advice, she abandoned the island, (Capri) going first to her own land far away, where she tried to build a villa in the Capri style, and then, moving to Rome in her last years. She took up residence at Villa del Mandorlo, today Villa di Svezia, a residence in Parioli with windows overlooking Villa Borghese. In Rome, Munthe continued to treat her until her death in 1930. Even in Rome, she surrounded herself with furnishings and pictures from her island residence, to foster the illusion that she was still living in “the most beautiful place in the world” that had given her health and happiness for twenty years. At the end of the 1950s, her villa in Capri was turned into a hotel, keeping its original name of Casa Caprile along with some of the aura of its stately owner.
http://www.capri.net/caprireview/article.php?cod=50&lang=en&tr=1http://www.absoluteastronomy.com/topics/Victoria_of_Baden