Re Jews - Germany wasn't democratic either. It was a coup by one of the elected parties. The Nazi party only won the election, but didn't have majority support.
Sure oppression of groups does exist. But the point is, we are talking about representative vs. direct democracy (why would this come up otherwise?). And in that sense, there is _no_ evidence that people are worse than their leaders or some minority elite. In fact, the evidence is more like the opposite. I would say, the history shows repeatedly, the more inclusive the government is (i.e. more democratic), the less people try to opress someone, because that's usually tool of rulers to misdirect people from other problems (like the ruler himself).