"Where is my water?"
Translation:Де моя вода?
No. The Russian word во́дка is formed from вода́ 'water' with a diminutive suffix -к-. 'Whiskey' has a similar history, coming from the Gaelic word uisce meaning 'water'. Wikipedia has info about the history of the word 'vodka'.
Note that in Ukrainian we don’t use this word. In Ukrainian, vodka is called «горі́лка», coming from the word «горі́ти» 'to burn, to be on fire'.