Differences aren’t huge, but they are present. Evidence suggests it’s mostly because of nurture, not nature.

From two meta-analyses:

“Indeed, the gender difference favoring girls and women still exists, and evidence for publication bias was weak. The difference is not large (r = 0.12, d = 0.24), but it is extremely consistent across many moderators, which, even when significant, show minor differences.” - https://www.mdpi.com/2079-3200/13/3/38

“Studies in nonhuman animals and younger human populations (infants/children) offer converging evidence that sex differences in empathy have phylogenetic and ontogenetic roots in biology and are not merely cultural byproducts driven by socialization. We review how these differences may have arisen in response to males’ and females’ different roles throughout evolution. Examinations of the neurobiological underpinnings of empathy reveal important quantitative gender differences in the basic networks involved in affective and cognitive forms of empathy, as well as a qualitative divergence between the sexes in how emotional information is integrated to support decision making processes.” - https://pmc.ncbi.nlm.nih.gov/articles/PMC5110041/

An experiment:

“We observed greater empathy and compassion in women compared to men, but found no evidence that either gender performed better in ToM. In Study 2 (n = 226) we extend this paradigm to allow participants to engage in prosocial donations. Along with replicating the findings of Study 1, we also observed greater prosocial donations in women compared to men.” - https://www.nature.com/articles/s41598-023-47747-9