Privilege is a thing, "white privilege" just gets all the press. Females have privilege. Males have other privilege. Whether or not your ethnicity has 'privilege' depends greatly on your surroundings.
True as all that is, it is equally valid to call it all victim bullshit. Life is hard for everyone. Other people's problems may not be yours, but that doesn't mean they aren't problems for them. Denying someone's experience will never make them appreciate yours. Life is hard, deal with it.