Nick,
As others have indicated, I think the problem with your question from the get-go was the assumption that Jesus (as the New Testament portrays him) was looking to establish “world peace”.
Interestingly enough, it is such a worldly messianism that most of the Jews were undoubtedly looking for - someone to expell the Romans, and further, to establish the earthly supremecy of the Jewish people and the cult of the Temple in Jerusalem, and through this, to usher in an aeon of world peace and plenty.
(…and now, time for a tangent…) 
To be fair, such expectations are hardly unsurprising, given what one finds in the Jewish Bible (Tanakh/Old Testament for Christians).
There is, IMHO, a lot in the Old Testament which is just plain ugly - including a sense of entitlement for Israel, and something of a different standard of justice for Jews vs. “the rest of us” (goyim/gentiles/“the nations”). Keep in mind, much of the so called “lofty, ahead of it’s time” moral content of the Tanakh is directed toward fellow Israelites - a reality which is made clear in later Talmudic commentaries, in which it is obvious that the culture which gave rise to these books had a clear notion of “us vs. them” and “them” did not have the same rights as “us”. Of course this isn’t just a “Jewish thing” - you find it in most tribal cultures, and you still find shades of it today, even here in the west (ex. for some reason, the lives of our countrymen are more precious, etc.)
And it’s that ugly “me-first-ism” which was in large part glorified in popular messianic expectation.
This is why I tend to buy into the notion that Jesus was heavily exposed (perhaps quite directly, given the pagan cities which he lived so close to in Northern Israel - and given his family trade, he would have likely ended up employed and amongst said “heathen”) to classical philosophy and culture, and it had an influence upon him. Many who are not Christians feel some need of an exotic theory to explain what they know by their gut (that Jesus was somehow on a fundamentally different wavelength than most of his fellow Jews, at least in Palestine) - theories like he must have “traveled to India” or the like. In so doing, they manifest a lack of awareness of the profound thinkers and philosophical/mystical tradition which was native to the Empire in which Jesus lived and died.
Jesus was (at least in his thought) a clearly hellenized Jew, much like Philo Judaeus, the great Alexandrian scholar and biblical exegete (who was btw. a contemporary of Jesus.) There were actually many such Jews throughout the Greco-Roman world (particularly in Egypt), especially as one got further away from Palestine.
Such Jews had a vision which kept much of the popular mythology/narrative and ritual associated with Judaism, but gave it a universalist/metaphysical underpinning which came from the Hellenes. Christianity, particularly the popular form which endured, is very much the fruit of that marriage. Part of that marriage involved a heavily allegorized/selective reading of the Tanakh - to the point that the allegorized interpretation was vastly more important than any literal reading. While we unfortunately have nothing that Jesus may have wrote, we do see this in the likes of Philo Judaeus and his biblical exegesis.
Unfortunately, this “hellenic-Judaism” fizzeled and died out with the destruction of the Temple and the final crushing of Jewish uprisings in Palestine in the early second century. Afterward, the Jews became more insular, and less interested in this sort of intellectual synthesis - thus why Philo is a historical figure, but not at all regarded as a Rabbinical authority by modern “Orthodox” Judaism (which is in reality the Judaism of the xenophobic Palestinian Rabbis, further soured by the suffering and defeat they and their fellow Jews were handed by the Romans.)
I think these factors are probably why to this day, there is a huge chasm between Christianity and Judaism - it is more than any set of doctrinal particulars, by a fundamental difference in perspective/ethos. Though many Christians are not conscious of this, they are essentially “hellenizers” - thus when they read things like the “cursing Psalms”, rife with maledictions and all sorts of brutality, they can give them an enobled meaning… hence why monks were able to chant these without blinking. The same goes for a lot of the “Zionist” hopes and eschatological expectations reflected in the Tanakh (though sadly, some “Christians” have degenerated in this regard, and identify themselves as “Zionists”, based on a relatively modern eschatology - these are the religious base of the American neo-con movement.)