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It's called "double Uβ because it was originally written that way in Old English.
In classical Latin, the alphabet didn't have "U" or "W" symbols; instead they used "V" for both the vowel and consonant sounds "uh" and "wuh". For example, Augustus was written as "Avgvstvs," and the word "Volcanvs" was pronounced "wolcanus." Over time though, the "wuh" consonant use of the "V" letter transitioned into the "vee" sound we know today.
Then around the 8th century, Germanic languages like Old English started to be written using the Latin alphabet. Since the Latin alphabet no longer had a symbol to demonstrate the "wuh" sound, Old English writing combined two "U" symbols side-by-side to create the "wuh" sound. They didn't combine two "V"s because "V" was not a letter used in Old English. By the 14th century, people were writing "UU" so often that it became a symbol on its own: "double U."
So the origin of the letter "W" comes from combining two "U" letters together. But why is it shaped like two "V" letters? The history is a bit fuzzy but centers around the advent of the printing press. First, the "V" letter was commonly used for "U" use cases, so it's understandable that these were considered fairly interchangeable. Additionally the singular type block for "UU" was less common, so printers often used two "V" letter blocks in place of the less common "UU." Finally, there may have been some desire to stick with ancient Roman inscription tradition of using "V" over "U" (recall "Avgvstvs").
The TL;DR is "V" and "U" have a very intertwined letter history and Old English didn't use a "V" letter so they combined two "U" letters together to create the "wuh" sound. Then the printing press solidified the letter design as a double V but the name "double U" stuck.
In many other languages such as French, Spanish, Italian, Danish, Norwegian and Swedish, the letter "W" is pronounced as "double V."
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Sources
Dictionary.com. (2020, June 15). What does the letter "U" have to do with "W"? Dictionary.com. Retrieved December 30, 2022, from https://www.dictionary.com/e/w/
Neeson, J. (2022, November 27). This Is Why βWβ Is Pronounced Double U and Not Double V. Reader's Digest. Retrieved December 30, 2022, from https://www.rd.com/article/why-w-is-pronounced-double-u-and-not-double-v/
O'Conner, P. T., &; Kellerman, S. (2022, April 20). Why isnβt a W called a double V? Grammarphobia. Retrieved December 30, 2022, from https://www.grammarphobia.com/blog/2011/04/double-u.html
Philologism. (2021). Why is W called Double-U? Retrieved December 30, 2022, from https://www.youtube.com/watch?v=h9qrOxFptoc.
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