I know that one way is English and the other is German, but is there a correct version you should generally say?
Current practice in Anglophone scholarship is to use the standard name if the person is well enough known to have one. We say Charlemagne, not Carolus Magnus or Charles the Great. We say Joan of Arc instead of Jehanne d'Arc.
Note that this does not always mean the common term is English--Charlemagne, for example, or we call the 20th century HRE emperor Wilhelm II. It would be weird to call him William.
If the person is little known, or little known in Anglophone scholarship, usually you'd use something close to their original name. (Spelling of names can get...fuzzy when you go further back, and of course there's the vernacular/Latin problem for Europe).
Same for text titles. We say "Vulgate Bible" instead of "Biblia vulgata," because that's a common title. But the obscure Schwester Katrei text would never, ever be named in scholarship as Sister Katie.
So basically...do what you see the majority of time in English-language books.