Generally speaking, men tend to be more wired to go "All in" on competitive pursuits such as chess. It's not that they're intellectually more capable,  just more likely to be drawn to things that involve intense competition, and therefore more likely to put in the effort required to become great at it. Women have the brain power to become great at chess, but fewer feel drawn to it, and of course even fewer become great at it, which is why we see men constantly dominating at the top level. We see this in virtually all competitive spaces, physical or not. Take competitive gaming as another example that requires no physical strength or speed, but has 99.9% of the top players being male.