No - If you listen to radical religious Jews, they will tell you they have been persecuted the day they were told by God to be his chosen ones. Starting with that self-written book that came up with this fictitious Moses and Israelite's that had been taken away from their "holy land" to live as slaves in Egypt - building Pyramids.
That is where this whole "persecution story" takes it's roots - till today. Off course immensely aided by factual persecution by the Roman Catholic Church, pogroms in Czarist Russia and lastly by the 12 years lasting Nazi Regime.
Regarding YOUR above comment - Jews were NOT persecuted by the Romans upon the destruction of their rebellion in Syrian Palestine - but were unmolested - and thrived and prospered throughout the Roman Empire. Only their "Jesus" sect was being persecuted by the Romans. Upon Constantin declaring the new separatist "Jewish" religion to be the State religion - now termed "Christian" (based on the Latin word for crazy noisy religious people - "Chrestian", a mocking name used by Roman Plebeians, for the Greek term for "anointed one" Christos and the Latin suffix
-ianus (meaning "adherent of").
Upon this former Jewish sect splitting from Eastern Rome aka Constantinople into another sect placing their HQ to Rome - this "Paul's sect" - then proclaimed to be the true followers of Jesus Christ, and stated in their self-written book that the true followers are called Catholics (universal Christians) and as such Jesus and his father (now a Christian God) are the only true religion.