King George V ( born George Frederick Ernest Albert ; 3 June 1865 â `` 20 January 1936 ) was the first ruler of the United Kingdom with the family name Windsor . He was king from 1910 to 1936 . George V ( George Frederick Ernest Albert ; 3 June 1865-20 January 1936 ) was King of the United Kingdom and the British Dominions , and Emperor of India , from 6 May 1910 through the First World War ( 1914 â `` 1918 ) until his death in 1936 .