In Windows, it's kinda split between the Windows Display Driver Model (WDDM) and the Desktop Window Manager (DWM). That's not a 1:1 match, though, as those two combined cover more components of a functioning whole than X11/XOrg itself does. X11 just split the components needed to draw everything you'd need for graphical environment into a different choice of layers.

X11 got network transparency out of the box (a sibling comment touches this), and the capability of switching out the components more easily, while Windows had less work to do to smooth out the overall desktop experience.