Yes, Males have a significant advantage over females, on average, for the kinds of activities society turns into sports. Males are typically larger, taller, have greater lung capacity, larger hearts, and larger oxygen carrying capacity. Male and female bodies have different ratios of muscle and fat even for two average adults of the same weight, with males having more muscle.
But, that does not mean that a woman cannot reach the potential of a man, right?
So, let's look at this statement in depth, and what man and what women we're comparing against. What I described above, is a comparison between two average people. The average person does not exist. And, the difference between the slowest male and the fastest male is significantly larger than the difference between the average male and the average female. So there are going to be tons of women faster than men.
So when you are competing in competitions that are full of amateurs with day-jobs that are in it for the fun and challenge, women can absolutely take the podium. To win, you need to persevere and work hard.
However, when you are looking at the world records, or best-in-the-world class competitions like the Tour-de-France, that variance becomes irrelevant, because we're not looking at average males or females anymore. There, you are competing within a segment of the population representing the very fastest, most capable specimens our species can produce. To compete at these levels, you don't get there by just working hard and persevering. Everyone there is doing that. You also need the genetic advantage to get you that extra edge. And unfortunately, in that kind of competition, women are at an insurmountable disadvantage.
Sexual dimorphism is a real thing, and humans are no exception to it.
Note: There are some events where for whatever reason, women do seem to have an advantage over men, such as in ultra-distance swimming.