On his radio show today, Dennis Prager says: Sharia is Islamic religious law. Jews have an analogue — halakha. Christianity does not have an all-embracing law that governs everything you do.
There was a time in Jewish history when Jews sought a halakhic state. Now the vast majority of religious Jews have made peace with the fact that halakha is a personal matter and only in a few issues in Israel would it matter for state policy. For example, do you serve kosher food on El Al airlines? The IDF in Israel does serve kosher food.
A major difference is that Judaism, at its most, has only believed in a halakhic state for Jews. There was never a notion that the non-Jew anywhere else in the world is obliged to halakha (and only in Israel in a few areas in a utopian scheme of things). The concept is unknown.