I present for you a beautiful piece from the Yalkut Shimoni (Yishaya 60):
אמר ר' שמעון בן פזי באותה שעה מגביה הקב"ה למשיח עד שמי השמים ופורש עליו מזיו כבודו מפני אומות העולם מפני פרסים הרשעים. אומרים לו אפרים משיח צדקנו הוי דיין על אלו ועשה בהם מה שנפשך חפצה שאלמלי רחמי שגברו עליך ביותר כבר אבדוך מן העולם ברגע אחד
Rebbe Shimon ben Pazi said; At that time, the Holy One, blessed is He raises Moshiach until the very heavens and spreads upon him from the shine of His Honor because of the nations of the world, because of the evil Persians. They say to him, Efraim, our righteous anointed one, give your judgment upon these, and do with them as you desire; for if not for my mercy that was strengthened upon you greatly, they would have destroyed you from the world in a moment.
We see a number of things from this. First of all, it is clear that the Persians (as well as the other nations of the world) will have (or almost have) the ability to bring destruction ח"ו in a moment. Second, Hashem's tremendous mercy mixed with judgment (רחמי שגברו) which is reflected in the character of Moshiach ben Yosef will save us from their evil schemes. (For an insight into this contrast between Rachamim and Gevurah, refer to Efraim who was on the left side of Yakov - his side of Gevurah, but Yakov's right hand - his Rachamim - was placed on Efraim's head. ע"פ קול התור). Thirdly, Hashem will allow Moshiach ben Yosef to judge the nations that attempted to destroy us. Fourthly, it seems that Moshiach ben Yosef survives the war of Gog Umagog, which is the shita of the Gr"a ("עוד יוסף חי"), unless we are talking about some kind of spiritual ascent that happens after death ח"ו.
Bottom line is that if we place our trust in Hashem and His mercy and kindness, we have nothing to fear.