No, it isn't. 'War' is pronounced /wɔː (r) / . It is like 'warm' or 'ward', but without the last consonant. 'Worry' is pronounced /ˈwʌr.i/ . The vowel sound in the first syllable is the same as in 'sun' in GB English. In many American accents, it is the same as in the word 'were'. It's not the same as 'war'. Go to an online dictionary, and click on the audio icons for these words, in either GB or US English. Whichever accent you choose, you'll hear that the sounds are different between these two words.

... or, to put it more simply, 'war' rhymes with 'more', while 'worry' rhymes with 'hurry'.