WIMBLEDON, England—Venus Williams is just about the perfect older sibling: She supports Serena endlessly, protects her fiercely and even lets her pick which bedroom she wants when they’re on the road.

Where does Venus draw the line? At Grand Slam championships.

The sisters face each other again in a major final, meeting Saturday for the Wimbledon title for the fourth time.

“I’m happy for her to be in the final, but I have to face her and defeat her,” Venus said after reaching her eighth final at the All England Club by routing top-ranked Dinara Safina 6-1, 6...

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