And that would be wrong. Judaism is a religion not a nationality. Once you define it legally as a nationality you are half-way to being able to insist that Jews must wear particular clothing, *yellow stars*;
So, even though the Jewish nation existed for millenia before national socialism reared it's ugly head you're going to insist that being Jewish is only a religion. Well, there are a lot of Jews who disagree with you. Try reading Josephus who predates your ideas by a couple of thousand years. He repeatedly calls the Jews a nation all throughout his book, The Antiquities of the Jews. I searched my copy of it this morning after reading your post and he referred to the Jews as a nation many, many times. I didn't count them all up but there have to around a hundred references to the Jews as a nation.
Also try reading the sacred Jewish scriptures, the Torah. You know, the basis of Judaism. It refers to the Israelites as a nation many times. It also refers to the Kingdom of Israel many times and if you know anything of Jewish history you know that they were ruled by kings for at least a thousand years. And as any thesaurus will tell you the word nation is a synonym of the word kingdom.
In Genesis 12:2 God promises to make a "great nation" out of the descendants of Abraham.
Genesis 18:18 says Abraham's descendents will become a "great and mighty nation".
In Genesis 46:3 God tells Jacob that he is going to make a "great nation" out of the Israelites during their stay in Egypt.
Deuteronomy 4:6,7 once again refers to the Israelites as a nation.
Deuteronomy 26:5 says when the Israelites left Egypt they were a "nation, great, mighty, and populous".
In the New Testament the Jews referred to themselves a nation: John 11:50 says that the high priest of the Jewish religion said that it was better for one man to die than for the nation itself to die. He made it very clear that the Jews were a nation and had a national identity.