European countries that severely affected by COVID-19; have a high frequency of the adrenal-permissive allele that encodes Hydroxy-Delta-5-Steroid Dehydrogenase, 3 Beta- And Steroid Delta-Isomerase 1 (HSD3B1).
I actually saw a website where there is a databank for the U.S. separating hispanic from non-hispanic , but as far as I know, there is no data like that you search for. Mr. Haddad & Mr. Yousuf do provide a clue about where to find at least a small dataset like you want.