I know the studios seem to convinced that a female superhero movie won't work, since most of the other ones that have been done in the past failed. Now I'll admit, I haven't seen Elektra, or Catwoman, but from everything I've heard their failure had nothing to do with the character, and everything to do with the fact that they were bad movies. I really think if they were to actually make a female led superhero movie that was actually as good as Avengers or Dark Knight, then it would make those kinds of money. The secret here would be to get a good writer and/or director who knows how to do strong female heroes, like Joss Whedon. I still wonder if his WW movie didn't get made because it wasn't good, or if it was just because they decided they didn't want to do a WW after all.
The WW animated movie that DC released as part of their DC Universe Animated Movies series proves that with a good story and a good cast, it is possible to get a good WW movie.