When Jesus walked the earth it was the only true religion as it was the Mosaic Covenant in practice.   

Jesus fulfilled the Mosaic Covenant by being the sacrifice to which that covenant pointed.   

In fulfilling that covenant, He replaced it with a New Covenant.   

That covenant is the covenant of Grace Through Faith in the PERSON of Jesus Christ who IS God.   

Jesus is the One and Only True And Living God who has forgiven sin and reconciled us to Himself by His own blood.   
   ➛ But that is only part 1 of the New Covenant.   
   ➛ Part 2, the main part, is that He by His Holy Spirit now abides in those who receive Him as Mighty God, Lord and Savior.   

Anyone looking at Judaism sees it for what it is - man shooting at the stars only to have the arrows fall back onto himself.   

Jesus took all those arrows into Himself and came to us to heal us and deliver us from the failure of religion, becoming our very life.