Not true. Yugoslavia was a creation of the Versailles Treaty.
Ever heard about The Polish Prince Adam Jerzy Czartoryski and his plan of the Balkan Federation?
The plan of the Balkan federation counts among those political concepts which have
never been implemented. In spite of this fact, the idea survived in the European
politics. After the Second World War, Josip Broz Tito was a great advocate of this
idea. The same idea was simultaneously a source of his conflict with Stalin. However,
the plan of the Balkan Federation was first created by the Polish Prince Adam
Jerzy Czartoryski. This happened in the period between 1804-1806 when he was in
office as Minister of Foreign Affairs of Russia.
Pdf file about the plan