In my limited experience teaching both it seems like females do learn faster.
A good example is this girl that I taught a few months ago.
She had never touched a gun in her life (her mother is anti gun).
In about an hour she went from standing shooting a Ruger 22/45 (about 50 rounds) to shooting a S&W 38 J Frame on the move, while getting most shots COM, or close.
Then as it got dark I gave her a Crimson Trace laser equipped J Frame and a quick briefing on using the laser. As I packed up she tore the targets up with the laser.
On her second shooting day she was shooting very accurately, left handed, with the J Frame.
Then I gave her a briefing on my 4 inch 45 Kimber and 4-5 magazines and told her to shoot it at about 10 yards and see how she like it. She did good.
After shooting the 40 rounds I ran her through the Texas concealed carry qualification course, just for fun. (50 timed shots from 3, 7 and 15 yards)
She shot a 242/250. Which is a decent score for someone that's been shooting a while and great for someone on their second day shooting.
I like to teach females to shoot.