I gotta ask - what era of history was it that women risked less than men? Women don't have a lesser chance of being beaten up by men. Women certainly don't have a lesser chance of being raped. Because of the relative weakness of legal redress for women and the greater targetting of women, if anything being a woman has, historically, been more risky than being a man.
I suppose this could be a reference to war, but honestly? That comes with being in a nation privileged enough to conduct the vast majority of its recent wars on other nation's soil.