Jews being god's chosen people?

if the jews aRe god's chosen people why have they had to suffer so much for so many generations? would you make your own favorite children suffer on purpose? all of the prejudice, persecution, death and destruction rained on the jewish people seems to me it would be better to be NOT CHOSEN. i am not a scholar but this just doesn't make any kind of sense to me. and no ---i am not judging anyone.