As an owner of BOTH games, I can confirm they are entirely separate games.
The GMT "A World at War" is an absolute MONSTER theater level World War 2 game. It takes literally DAYS upon DAYS to complete the entire war. As the boardgame geek playtime eludes, plan on needing around 48 hours of play time.
The Lock n Load "World at War Series" is a series of games, the premier of which being being Eisenbach Gap with expansions and stand-alones. That is a company level game set in the summer of 1985 during a fictional World War 3.
As for my link, I apologize for violating forum rules but I don't easily see a way to edit my post. I'll try again, but if not perhaps the mods can just remove the link but leave the rest.