They are associated by a common trait, which is their religion but with an emphasis on a common heritage.
As I said to NoNukes, I could become Jewish tomorrow and my ethnicity woulld still be hispanic. I would have no common heritage but all the belief and title of Jewish.
The common heritage is what sets them apart from say Muslims or Christians which are not considered to be ethnic groups.
I always saw Jews as the same. Heritage is found in all religion really.
- Oni