I can't even speak to a possible difference in gender capability because I've never known a single woman who enjoyed it enough to do anything more than learn how the pieces move.
My impression is contract bridge has somewhat gender parity in terms of who plays it. [0] The ranking of contract bridge players doesn't appear to measure current quantitative strength, which seems to encourage volume of play rather than skill.
My own intuition is that, just like there are more men above 130 IQ and below 70, there are probably more great male chess players than female. This is just the idea of greater male variability which is found across a number of different measures - everything from variation in height to things like polydactyly being more common in men.
Seems like yes.. but also no.