The term Jew is actually kind of unique because it means both a religion and ethic group at the same time. Technically you can have gentile Jews but it is not encouraged with Jewish faith to have outsiders convert. You can be a Catholic and still be considered a Jew. Actually 200,000 Catholic jews died in the holocaust.
The Holocaust is one of the reasons I still believe in the bible. How could people devote so much time and energy to trying to wipe these people that ¾ of the bible is written about.