More broadly, did Germany treat POWs differently based on ethnicity and nationality? I know that Slavic civilians were horribly brutalized in eastern Europe and Russia. Did captured Slavic soldiers fare any better? How was the situation of French POWs complicated by the existence of the Vichy government? Did captured Anglo British soldiers receive different treatment than soldiers from Britain's overseas colonies? How effective was the Red Cross at monitoring and preventing unequal treatment of POWs? Was racially motivated POW abuse a matter of official policy or grassroots racism?
I can answer for what happened to Jewish POWs. Most of them would of course hide they were Jewish by not having it on their dog tags or throwing them away if you though you would be captured. So if you were caught without dog tags then most would lie or hide that they were Jewish. If you were a known jew then you would be treated much worse but for the most part not killed mostly beaten. However there is one large exception the Berga Camp Incident. It was near the end of the war and a group of POWs were split into Jewish and non-Jewish groups. The Jews were sent to a coal mine that functioned as a concentration camp. Of the 350 sent there 27% were dead within 10 weeks by far the highest attrition rate of Western POWs. This incident was very obscure for a long time until around 12 years ago when the New York Times published an article as seen below. There are a few other sources that deal with this topic. One of the better ones would be Men of Honour American GIs in the Jewish Holocaust. http://www.nytimes.com/2005/02/27/magazine/27PRISON.html?pagewanted=1&_r=0
There was definitely some attempts. For example at a camp in Ziegenhain, Germany. The German commanding officer aattempted to split the Jewish American POW's from the Non Jewish American ones. This event led to Master Sergeant Roddie Edmonds being recognised as 'righteous among nations' when after he was ordered to stand all Jewish POWs out side the barracks, he instead stood all his 6000 men, and stated "we are all Jewish". Even after the German pulled a pistol onto his head he stood his ground citing the Geneva convention. The Germans involved eventually gave up. This is just one interesting story I have come across however I am sure there are more examples about.
Source: http://db.yadvashem.org/righteous/family.html?language=en&itemId=11025207