Gender data is available from the United Nations and the World Bank. The section of this web site on Population also links to a large number of data bases which provide data disaggregated by sex.
United Nations -- The United Nations has published the Statistics and Indicators on Women and Men available at http://unstats.un.org/unsd/demographic/products/indwm/statistics.htm .
World Bank -- The World Bank WDI database has some data series by sex in its World Development Indicators data base the same link gives access to a Gender Data Base. The Bank also has a separate data base of Gender Statistics at http://datacatalog.worldbank.org/ .
DHS Program--The DHS program provides data and shape files at the national and sub-national level on various gender issues https://www.statcompiler.com/en/.
UN Women--The UN Women's site at http://www.unwomen.org/en provides reports on women's issues and these reports often contain data, however, no provision is made for downloading data.