George RR Martin and Hilary Mantel’s stories come from different genres to address the same questions.
The cosmetic similarities between Game of Thrones and Wolf Hall are not hard to list. Both occupy a similar period in history, soon after the fall of the Plantagenet kings (recast as the Targaryens in GoT) and the early history of the dynasty that succeeded them. Both wallow in the power plays of courtly intrigue and its brutal consequences, from the Blood Wedding of fantasy, to the endless beheadings of history. And both have dominated the recent consciousness of storytelling.
The differences are also quite clear. There are no dragons, dire wolves, blood magic, white walkers or talking tree roots in Wolf Hall, while GoT wanders rather drastically from the history and geography from which its fantasy is spun. Wolf Hall is crafted as a tight internal monologue that never takes us beyond the perceptions of its protagonist Thomas Cromwell, while GoT moves the reader from one point of view to another in a rather more workmanlike style. These are differences of emphasis: one is designed to play to mass audiences attuned to televisual storytelling, the other for audiences who value emotional depth above narrative lucidity.