It has never been stated. Probably not.
Though they may be cousins, as (in real life) the Hibernia (ancient Ireland), Brittania (England's mother) and Gaul (France's mother) were part of Roman territory. i.e. They were 'children' to Rome. c:
Though France does refer to himself as 'Big Brother France' to pretty much any Nation younger than him (England, Italy, Canada etc.)