I think most JW's, or at least the hardcore, brainwashed, hardliners, would say that they have the one and only true religion.
Its funny, though, because the ones who say this, are usually the same ones who never questioned anything about it. They usually have never studied other types of philosophies, scientific theories, or even how the stories/myths of the most ancient cultures like Sumeria, have the same stories that pre-date the bible.
They think they have the true religion, based on ignorance. Just like back in the day, the "great minds" thought the earth was flat, and resting on the backs of giant turtles. They believed they had the truth too.