Similarly hollow feeling to the stories. Both are captivating and easy to watch with very nice cinematography. Romance isn't super prominent, and both carry a supernatural theme, with Goblin leaning more on the high-fantasy historical side and YWCFTS more modern and not as "epic".
While Goblin's conflict stays more on the supernatural side of things, YWCFTS' conflict is a murderer. Has a more "earthly" feel than Goblin, but similar overall.