From French grade (“a grade, degree”), from Latin gradus (“a step, pace, a step in a ladder or stair, a station, position, degree”), from gradi (“to walk, step”), from Proto-Indo-European *gʰradʰ-, *gʰredʰ- (“to walk, go”). Cognate with Gothic (griþs, “step, grade”), Bavarian Gritt (“step, stride”), Lithuanian grìdiju (“to go, wander”).
From Wiktionary
French from Latin gradus ghredh- in Indo-European roots
From American Heritage Dictionary of the English Language, 5th Edition