Naomi's answer is incorrect. Only Catholics believe in The Holy Trinity. It is an idea they made up without a shred of Biblical evidence and it is firmly refuted by the Protestant churches.
The gods of Judaism and Islam are not the same. Prior to the rise of monotheism, Yhwe was a popular god among many in one part of the region. When Mohamed (PBUH) told his version of the same old boring fantasies he chose Allah, another old god from the region, to be his "One True God" because the Jews rejected his claim as a prophet.
All these god fetishes are nothing more than personal obsessions and delusions of grandeur by ordinary people gone mad. Today, such claims are rightly recognised as mental illnesses.