Is it ethical to have results in your PhD thesis that are not strictly yours?

It may be good to report results that is connected to your reports in your thesis even if you did not directly contribute to it as long as you attribute main contributor of the result from an ethical stand-off. But this would not be applicable if the concerned result is to play a major role in your dissertation. I which case, IMO, you try to do something more or different to make up for the major result.

Apart from my views, the your thesis advisor ought to be the best person to clarify this particular doubt.

As you noted yourself, it is fairly common to have coauthors on papers written during your PhD. But this should not prevent these results from counting towards your degree.

How this was handled when I did my PhD (math in Denmark) was that I included what was essentially a copy of a paper I wrote with a coauthor (though with notation changed to match, and actually only about half the paper as that was the relevant part for the rest of the dissertation), with a note at the beginning of that section stating that this was what it was.
I also had to get a declaration from my coauthor that he was ok with this, which also stated how large my contribution to the work was. This was then sent along with the dissertation to the evaluation committee.