They're both acronyms, so yes? You always write acronyms in upper case.

Structured Query Language (SQL)

HyperText Markup Language (HTML)

Some exceptions to the rule exist, like "Database" is usually abbreviated as Db in acronyms. For instance, IMDb (Internet Movie Database).

Although considering database is a singular word, it makes sense to lower-case the middle letter of the word, as it wouldn't be capitalized in the spelled-out word anyway.

EDIT: On a related note (and one that will really show my age), I always capitalize the i in "Internet."

When I was a kid, and before the Internet was publicly accessible, we referred to a collection of internetworked computers as an "internet."

Then the "World Wide Web" (WWW) became a big deal in the mid-'90s, which was the first publicly accessible internet of computers and servers. It was super primitive and took like 10 minutes just to load a small image on a mostly-text webpage. We referred to this new global internet as "The Internet." This was the biggest and most ambitious attempt at building an interconnected series of computers, so we called it The Internet (capital "i") to differentiate it from a regular internet.

Fast forward several decades... for so long, the Internet has been such a commonly used term to refer to the World Wide Web. It's completely taken over the word; we don't really refer to small computer networks as internets anymore. So there's no point in differentiating between the two.

But I remember, and I still keep up the old habit of capitalizing when I'm referring to THE Internet, versus a smaller network of computers.