None. In German, the country of Prussia is called Preußen, and it's pronounced quite differently than in English. It is merely a coincidence that the English pronunciation of Prussia is similar to our pronunciation of Russia.

The name Russia is derived from the Rus people, and Kievan Rus. Prussia, however, derives its name from the Old Prussian people, who were a baltic tribe who lived in the region of modern Lithuania and northern Poland.

There are a few others who have asked this question and received good responses. I'll link a few for your convenience: https://www.reddit.com/r/AskHistorians/comments/1wncy8/why_were_prussia_and_russias_names_so_similar/cf3n7af/ - /u/DeigoLopes

https://www.reddit.com/r/AskHistorians/comments/23poob/do_prussia_and_russia_sound_similar_just_by/cgzcmga/ - author deleted account

*EDIT - better links with proper credit