Dennis Prager and Joseph Telushkin's book Why The Jews? discusses how all secular explanations fail to account for the depth, permanence and universality of anti-semitism. The main reason for anti-semitism is Judaism. Their thesis fits Chazal's comment in Talmud Shabbat that Sinai brought Sinah into the world.

Whether to teach this depends on one's audience. Not every truth of Judaism must be taught to everyone. Some may find this explanation ethnocentric or alienating. Use your sechel.