Oddly, it ain’t that simple.
Track and field events, distance runs, swimming, speed skating, skiing, and a host of other sports all provide objective measures of achievement. Men outperform women in all of those sports, but there are a host of other factors to consider. In most countries, for example, a far higher percentage of men than women participate in sports. It is also possible that training methods might need to differ. Even so, men will probably continue to dominate in these sports. Male hips are meant for walking, female hips have to accommodate two purposes with different demands. No doubt, some women have hips optimally designed for walking, but only a percentage. Size matters in many sports, and more men are taller.
Size is a determining factor in many sports. You can be titanically strong, but if you weigh 150 lbs, you aren’t going to hit many homeruns in baseball. You have to be strong and big, and far more men are. The same applies to many other team sports.
Sports like gymnastics judge men and women differently. Clearly female gymnasts are already better than the best male gymnasts - when judged like the women. I’m not a real fan of gymnastics, but male gymnastics seems to emphasize upper body power, while female gymnastics seems to emphasize flexibility.
Then there are the sports like boxing and wrestling which are interesting because they have weight classes. I would think the greater male upper body strength, pound for pound, would give men an advantage, but who knows?
Soccer (football to nine tenths of you) and curling are the only team sports I can think of where the male size and strength advantage might not play. I suppose a bigger player kicks harder, and a faster sprinter gets the ball first, but there seem to be plenty of smaller players. I have never watched curling and consider its inclusion in the Olympics a sign of their decline.
I don’t consider games like bowling or billiards sports, anymore than I consider athletic arts like dance (and, yes, I include figure skating) sports so I won’t comment on them. Other than to mention that if you think synchronized swimming is a sport, then women are better.
Does horse racing count? Surely it is a sport, but is it a people sport?