Are the iPhone 11 and iPhone XS Max the same size?

Unfortunately, no. they look similar in size, but iPhone XS Max is a bit bigger with a 6.46-inch screen, whereas iPhone 11 has a 6.1-inch screen size.

iPhone 11: 150.9 x 75.7 x 8.3 mm (5.94 x 2.98 x 0.33 in)

iPhone XS Max: 157.5 x 77.4 x 7.7 mm (6.20 x 3.05 x 0.30 in)