Here is some ad-hoc information about the church in the US:
According to these numbers, and if we assume Christian activity is a reasonable estimate of the probability of being a Christian, then there are more Christian women than men and the difference is probably quite significant.
The author's summary/opinion:
You’re not just imagining it. Christianity is short on men.
His statistics are based primarily on church attendance:
The typical U.S. Congregation draws an adult crowd that’s 61% female, 39% male. >This gender gap shows up in all age categories.
On any given Sunday there are 13 million more adult women than men in America’s >churches.
This Sunday almost 25 percent of married, churchgoing women will worship without >their husbands.
Midweek activities often draw 70 to 80 percent female participants.
Some countries may have an even greater imbalance:
Churches overseas report gender gaps of up to 9 women for every adult man in attendance.
Belief versus commitment:
More than 90 percent of American men believe in God, and five out of six call themselves Christians. But only one out of six attend church on a given Sunday. The average man accepts the reality of Jesus Christ, but fails to see any value in going to church.
The significance of that depends on your definition of "Christian". This strongly suggests that there are a lot more active female Christians than active male Christians.