> I meant with EU Russia and Ukraine.

Do you believe Russia and Ukraine are a part of the EU?

> Plus, France and German economies were also connected before WW2 and that didn't stop the war.

Even if we ignore the complete ignorance required to make that statement and take it at face value, keep in mind that the interwar period lasted little more than 20 years. The EU's inception started in the early 1950s with the treaty of Rome being signed in 1957. So at this point the EU's track record on peace is already twice as long as your reference period, and counting.