Growing up our pets were always female, including my sheltie, because my mom didn't want a dog who lifted his leg everywhere.
When it came time where I wanted to add a dog to the house, I opted for a male and am now on my 4th. While I feel there are SOME character traits that I can say, well she's a girl, he's a boy, I agree with what's said here that you are most likely dealing with a different personality.
I feel girls are more likely to have a special person that they feel is 'it' in the household. Boys may do as well, but to a lesser degree. I think you can get moodiness with girls more. With boys, I think they tend to be playful goofballs more where girls are take charge. I do feel girls catch on quicker to things, be it potty training, obedience, I see it all the time in classes. Brodie went through classes with a few girls, they just blew him away. It may be they are smarter, but I think it's more they are just SO eager to please their person. Brodie had Willow here on SN and she was just so much further ahead than he was. Deacon and Blueberry are the same ages, just a few days apart, and she too blew my boy away - catching on to things way faster than he. I do think the boys are just big fluffy goofballs, a tad slower and might take a tad more work because they aren't quite as interested in pleasing you - the maturity that takes comes really slowly with a boy where it seems many girls are just born that way.
Having all boys, though, you still can't compare. We had our first doxie who was dominant, easy to train so we got a second doxie. He literally took 5 years to be reliable in the house and still looks at us like we are nuts if we ask him to do something. His stubbornness is a sight to see! We got our first sheltie, Brodie, and now have 2nd sheltie, Deacon. They have similarities but again, each has their own personality. Deacon, too, has quite a stubborn streak and is quite opinionated. Same breed, same sex, way different personalities. They are both fun, both loving, both awesome parts of our family. Each dog is different just like us humans, we are all similar but different, and you can't be looking at something you have and compare to something you had because they just aren't going to be the same.
My husband wants a female some day. He had fallen in love with Brodie's sister when we picked out Brodie but she was being kept. She flirted with him SO bad! Deacon is her pup from her first litter. I'm sort of frightened of a female dog and the hormones and stuff I am no longer used to. Brings into mind memories of my daughter as a teenager - haha!!! Some day!
PS - while Brodie may occasionally lift his leg on something, he was 2 before I ever saw it; it was outside training class and I was shocked! My boys have always squatted, Brodie squats then towards the end lifts his left rear leg, but not on something. I think leg lifting is more of a dominate personality thing than a sex thing since females can mark as well. The things you learn as you age!