But even with 27 grand slam titles, a No. 1 world ranking and a spot on women tennis' all-time greatest champions list, Serena says there's one thing Venus has that she always wanted – but never could get.
"I'm super-curvy. I have big boobs and this massive butt. [Venus is] tall and she's like a model and she fits everything," the younger Williams sister tells Harper's Bazaar.
"I was growing up, wanting to be her, wanting to look like her, and I was always fitting in her clothes, but then one day I couldn't," she recalls. "I was 23 when I realized that I wasn't Venus. She's totally different."
But now, the envy is gone and Serena, 28, says she's embraced her own body. "Different is good," says the tennis star, who once told PEOPLE that she was sensitive about her arms and thighs.
Equally as challenging for the reigning Wimbledon champion: Having and maintaining a relationship.
After a low-key romance with rapper and actor Common since 2008, Williams says they broke up in April because "his schedule is actually worse than mine."
"He didn't want the responsibility," she adds. "It's really tough."