I guess what would have to be done would be a per capita graph of countries infection and death rates average. Then plot countries above and below that number.
I've done a quick check through the data, and I only took Europe, so to keep an area where the virus spread veeeeeery roughly at the same time and to still account for the highest number of Countries with a female PM.
I ranked them by death per million people, and I kept an eye on the cases per million people.
The worst off is Belgium, with a female PM.
Then, 10 Countries with a male PM.
Then Denmark and Germany, female PM.
Then Austria and Slovenia, male PM.
Then Norway, female.
Than Estonia, male.
Then Iceland, female.
Then Czech Republic and Hungary, male.
Then Finland, Moldova, Serbia, female.
Then another 11 Countries with a male PM.
As it turns out, the female leaders are good on average, but there doesn't seem to be a pattern on that matter.
The reality is there are a lot of reasons why a Country fared well or not: time of outbreak and to prepare countermeasures, travel connections, state of the healthcare system, education of the politicians, corruption levels, strength of the leadership, cultural norms, density of populations, even sheer luck.
It is quite obvious that "gender of the leader" is not really among those reasons.
Because snowflakes feel triggered by this outrageously female opinion.
It is actually a wrong opinion, and demonstrably so, as we have seen.