Who is more religious according to gender?

If by religious you mean attends church then without a doubt women are. Look at any congregation of a church which does not segregate men from the women, and you will find that the women will outnumber the males by some twenty five percent at times.
Women are far most likely to accept the gospel than men. They seem to radiate a spirit that has been bestowed upon them from birth. A woman is far more loving than their male counterparts. Their minds are much more susceptible to the promptings of the spirit and so are ready to act upon them.
Looking at your question again, yes, they are more religious.

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