Wow this takes me back, I remember doing some research on this and that was over 30 years ago. I seem to remember that men have larger lungs than women, something like 25-30% larger (using averages here). This means a man is more efficient at oxygenating his blood making him slower to tire. I also seem to remember that men have more blood than women and a larger heart to deal with this. I believe the average heart resting rate in women is higher than a mans. If a man and woman are the same size, the woman will have 80% of the mans strength due to his larger muscle mass.
You would have to take a man and woman of roughly the same size for heart rates to be compared, and the womans would be faster but only by around 5-8 bpm.
I recently read that under stress, men tend to develop higher blood pressure than women but women develop a higher respiritory rate.