It turns out, yes. During the past several years, Pew Research has gathered a ton of data on gender and religion in six different faith groups—Christians, Muslims, Buddhists, Hindus, Jews and the religiously unaffiliated.
On “all the standard measures of religious commitment” they looked at, Christian women are more religious than Christian men.
By and large, the trend holds for the other faiths, but one that doesn’t is Islam. Muslim women and Muslim men are equally devout based on Pew’s measures—all but one: frequency of worship services attendance.