Not on average, but I believe men do have a flatter Gaussian curve. We have more mass murderers but also more notable leaders, scientists, etc.

At any rate, this is interesting in the large but useless at the individual level. We should not allow fuzzy impressions over the entire human race change our impressions of an individual person.

When the book "The Bell Curve" came out it caused an uproar for this reason. We cannot discriminate against anyone on the basis of their broad studies of race, as the authors themselves noted.