If your ancestors went to Canada and stayed, the Library and Archives Canada (LAC) has posted a resource that may be most helpful to your personal quest: The new version of the Canadian Naturalization 1915-1932 Database.
LAC acknowledged the contributions of both the Jewish Genealogical Societies of Montreal and Ottawa and their volunteers whose support made this database possible.
It includes the names of 206,731 individuals who applied for and received status as naturalized Canadians in that time period, and is one of a few Canadian genealogical resources designed to benefit researchers with roots outside the British Commonwealth.
References in the database can be used to request copies of the actual naturalization records, which are held by Citizenship and Immigration Canada.
View the database here.