Are killer whales and dolphins and great white sharks related?

Yes they are related because they are both in the whale and dolphin group called Cetacea.

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Sort of. Obviously they are both whales. However beluga whales are part of the Monodontidae (one toothed) family, along with narwhales, while killer whales are part of the Delphinidae (dolphin) family. Killer whales are considered the largest dolphins.