No, it should be "Bloody Henry". He had far more people executed, including some of his friends and spouses. And, he threatened to execute his own daughter.

Jessicatt, I agree with you

I agree with you, Jessicatt, but we can't cancel over 300 murders. She got that nickname because in her brief reign she did just that: executing houndreds of heretics. Maybe if she had reigned more and she had stopped that wave of executions, people would have stopped to call her like this.
Besides, people gave her that nickname because they didn't know her for years because she stayed in her father's shadow and the expected her to be a sweet angel who could restore the faith peacefully. They were disappointed when she started to burns everyone.