The 40-year-old suspect, who appeared in federal court in Miami, reportedly told an FBI informant that "Jewish people are the ones causing the world's wars and conflicts."
Announcement of the inquiry comes a day after the party suspended former London Mayor Ken Livingstone for saying that Adolf Hitler was a Zionist for advocating moving Jews to Israel.
Claudio Botelho, who in 2011 co-produced a successful version of the Jewish-themed musical, made the accusation in criticizing the behavior of a congressman who recently visited Israel.