Derived from Sanskrit is probably wrong, but German, Finnish and Sanskrit belong to the Indo-European language family (https://en.wikipedia.org/wiki/Indo-european). Sanskrit is a very old language in this family tree (https://en.wikipedia.org/wiki/Proto-Indo-European_language) and thus very close to the common ancestor. Being close to the ancestor probably means that it shares many traits with it that were inherited by other Indo-European languages.

Kinda like how knowing Latin makes it easier to learn Romanic languages (https://en.wikipedia.org/wiki/Romanic_languages), but Romanic languages were really derived from Latin.