That would make her a relative of England's Prince Philip, then. A niece?
Their common ancestor is George I, King of the Hellenes (1845-1913), who was the son of King Christian IX of Denmark. George I's seventh child, Prince Andrew of Greece, was Prince Philip's father. George I's eldest son was Constantine I, King of the Hellenes, HIS third son (and third to sit on the throne) was Paul I, King of the Hellenes, and Sophia is his second child. So they're 1st cousins once removed.
I waste a lot of time on genealogy.