Seegee:
Those are surnames, and in the case of Stalin he chose it himself. Still plenty of Adolfs, Josefs and Donalds about.
I was going to say I would hesitate to use Adolf or Vladimir for my children as, being very unusual in England, they would be immediately connected with those people. Donald I wouldn’t use because it’s not very nice and I would worry more that a child would get called Donald Duck than Donald Trump. Josef/Joseph I am fine with.