Ofcourse men and women are physically quite different -- duh. However, I doubt most men are as flexible, agile or light as women. Sports that have an accent on those qualities should be more easily won by women. And sports that weigh heavily on strength or muscle power should be easier by men -- simply because of the physical differences in men and women. To create different classes for women and men just seems silly. But then, sports seem silly to me.
I have been trying to think of any sports in women would have an advantage. I can't think of many but did come up with
1) horseracing - because women on average are lighter than men
2) women's floor exercises (and possibly some other form of gymnastics)
possibly sychronised swimming.
There are some sports that a woman would be equal or near equal to a man such as bowling, equestrian events and shooting, maybe archery. Possibly diving.
But on the whole thee are very few sports in which being a woman would be an advantage.