Not just endurance sports. Anecdotal evidence, but female rock climbers have been more skilled in my experience. Perhaps because the brute force escape hatch isn't as available.
Rock climbing is pretty weird. At the top level, it is clear male athletes have most advantages: height, and shoulder strength, that make routes designed for male very hard to compete on for most female athlete.
On the other hand, routes set for female athlete are also very hard for males to compete on. Some of them you can bruteforce (with strenght a la Janja, or with size), but some of them male joints just can't handle the rotations needed.
Still, a male athlete would do better on female route than a female athlete would on male routes imho (at the top level, at mine it just doesn't matter).
But when you're rock climbing in montains with people who have the same experience, yeah, women tends to do better. And even when you're the most experienced, women tends to get better faster especially when you're doing "multi-pitch climbing" (google translate on this, i hope that's right) for a few days in a row.