King Olav V of Norway was famously athletic,winning a gold medal (in sailing) in the 1928 Summer Olympic Games. He was also an accomplished skier, jumping from the Holmenkillbakken ski jump. He is also perhaps the most popular monarch of my lifetime, no doubt in no small measure due to this sort of thing:
He was photographed trying to pay for his own ticket on the train. He was on the train because it was the 1973 energy crisis (this was before the North Sea oil discoveries) and while he could have had a royal allotment of petrol, he took the same transport that his subjects had to. He also famously refused to drive in the "public transport" highway lanes, even though as sovereign he was entitled to. He took no bodyguards when he went skiing - only his dog - and when asked why not, he replied that the entire country had his back.
Deservedly so - they recognized on of their own. Would that our own governing elite take his example to heart.