However, their roles within the royal family have never been the same and a new documentary claims that senior royals "treated them differently" while they were growing up.
While it reports that both Prince Charles and Princess Diana wished for them to be treated equally, and to be given the same opportunities, it wasn’t always the case.
In channel 5’s Prince Harry: The Troubled Prince, journalist Richard Kay explains that William, the future king, was often favoured over his younger brother.
He explains: "Prince Charles shared Diana’s concerns about making sure the boys shared things in their early years.
"But certainly more senior members of the royal family in private were saying: 'This is nonsense. William is the future. All our efforts must go into educating William.'
"It was William the Queen would invite for lessons in kingship when he was at Eton and she was at Windsor Castle."
He continued: "The Queen Mother always made sure Prince William was seated in a prominent seat next to her and Harry never was."
Royal biographer Angela Lewin adds that their great-grandmother was much closer to William than Harry.
"He was always less than his brother," she says.
"The late Queen Mother would always invite Prince William over for tea and talk to him about his future and not invite Prince Harry."
However, when the Queen Mother died in 2002 she decided to leave more of her £14 million estate to Harry due to the fact that William will eventually benefit more financially when he takes the throne.
Broadcaster Daisy McAndrew has also discussed the difference between the brothers, noting the difficulties that Harry would have faced in William’s shadow.
"On paper, Prince Harry start in life was incredibly privileged and lucky," she says.
"But in reality being born as the younger brother of the future king of England is a very difficult position to be born into. They are known rather unkindly as the spare."
Despite this, both the Duke of Cambridge and the Duke of Sussex share a very special bond and although there was speculation of a rift late last year, they have reportedly been regularly video calling each other while Harry is in Los Angeles and William is in Norfolk.