Are there any studies proving that language learners of a certain ethnic background have an advantage in learning languages over people of other ethnicities?
There's no research on this topic concerning language acquisition in adults.
However, in children, it's clear that regardless of ethnic background or race, the speed of language acquisition, for the most part, remains constant among all children.
From the Linguistic Society:
Somewhere around age one or one and a half, the child will actually begin to utter single words with meaning. These are always 'content' words like cookie, doggie, run,and see - never 'function' words like and, the, and of. Around the age of two, the child will begin putting two words together to make 'sentences' like doggie run. A little later on, the child may produce longer sentences that lack function words, such as big doggie run fast. At this point all that's left to add are the function words, some different sentence forms (like the passive), and the more complex sound combinations (like str). By the time the child enters kindergarten, he or she will have acquired the vast majority of the rules and sounds of the language. After this, it's just a matter of combining the different sentence types in new ways and adding new words to his or her vocabulary.
In addition, this AskScience Reddit post (not the most reliable source, but still worth mentioning) states:
However, I know of no research showing that the emergence of first words (single words e.g. mama, dada, juice, ball, hi) is on average, significantly later in particular languages than the 10-15 month old range cited worldwide in speech pathology literature.
Basically, all the languages in the world have approximately the same difficulty level, so you'll see that child language development happens at the same rate regardless of the language being learned. It just seems to us that some languages are harder because of how different they are from the language we grew up with.
From information from my developmental psychology textbook - "around the world" babies go through the same stages of speech development. From ages 2 months to 4 months you can expect "cooing" which are the long vowel sounds- "ooooooooo" Then from about 5 to 11 months of age you'd expect lots of "babbling" which is the repetitive combination of a consonant vowel sound, "da da da da". At around age one "holophrases" come into play. It's basically a one word sentence. You'd see a kid say "ba!" and point to a bottle, or "Da!" and point to dad. From about 18 months to two years you get "telegraphic speech" which is the beginning of combining words to communicate, "me juice", or "go mommy!" Again, the text says that this is common around the world. It also says that "infant directed speech" is observed across different cultures and languages as well. Babies tend to perk up when we speak to them in "baby talk" so this promotes adults speaking to babies in that way. It helps them hear the specifics of language and become used to it.