Answer:
   
   Judaism can be thought of as being simultaneously a religion, a
   nationality and a culture.
   
   Throughout the middle ages and into the 20th century, most of the
   European world agreed that Jews constituted a distinct nation. This
   concept of nation does not require that a nation have either a
   territory nor a government, but rather, it identifies, as a nation any
   distinct group of people with a common language and culture. Only in
   the 19th century did it become common to assume that each nation
   should have its own distinct government; this is the political
   philosophy of nationalism. In fact, Jews had a remarkable degree of
   self-government until the 19th century. So long as Jews lived in their
   ghettos, they were allowed to collect their own taxes, run their own
   courts, and otherwise behave as citizens of a landless and distinctly
   second-class Jewish nation.
   
   Of course, Judaism is a religion, and it is this religion that forms
   the central element of the Jewish culture that binds Jews together as
   a nation. It is the religion that defines foods as being kosher and
   non-kosher, and this underlies Jewish cuisine. It is the religion that
   sets the calendar of Jewish feast and fast days, and it is the
   religion that has preserved the Hebrew language.
   
   If Judaism an ethnicity? In short, not any more. Although Judaism
   arose out of a single ethnicity in the Middle East, there have always
   been conversions into and out of the religion. Thus, there are those
   who may have been ethnically part of the original group who are no
   longer part of Judaism, and those of other ethnic groups who have
   converted into Judaism.
   
   If you are referring to a nation in the sense of race, Judaism is not
   a nation. People are free to convert into Judaism; once converted,
   they are considered the same as if they were born Jewish. This is not
   true for a race.