Zionism is not a religion. Many Zionists are atheists too.
It is a political movement of Jews returning back to the promised land and establishing a sovereign Jewish state there.
By the way, the most popular known figures in Zionism are Theodor Herzl, Arthur Balfour, and Lord Rothschild (i.e. Lionel Walter de Rothschild) he belonged to the prominent Rothschild banking family.