Male sex identified as a risk factor for death and ICU admission due to Covid-19 infection. There are identified differences within components of the immune system that show women have more robust responses.

Medical Mythbusting Commentary for December 11, 2020

Source:
Men with COVID-19 three times more likely to need intensive care: study

Reference:
Male sex identified by global COVID-19 meta-analysis as a risk factor for death and ITU admission