WARNING!
This post contains a logical error (see the added section on comments) and the post was deleted by its owner (@terdon). I copy-pasted this deleted post here by request of @sterid who wanted to see it.
Please do not up or down vote!
Yes, this is actually true. The following is taken from the introduction of the classic human genome paper[1]:
- The mutation rate is about twice as high in male as in female meiosis, showing that most mutation occurs in males.
This actually makes a lot of sense from an evolutionary point of view. Primates, like many animals, are species where the male competes for the female. This means that the onus is on the male to convince the female that he is the best father for her offspring. This gives rise to some fascinating and strange behaviors:

Mutations are one of the ways that genetic diversity can be generated. Genetic diversity, in turn, makes it likely that someone or other will manage to impress the female, that some male is born faster, smarter or stronger (or whatever it is the females of his species value) than his peers. Diversity is also important as it increases the chances that a species will survive a catastrophic change in it's environment. The more random stuff you have floating around, the likelier it is that one of them will do just what it is you happen to need at the moment.
Now let's imagine a mutation whose result is a slight increase in the rate of mutation. This will cause in a net gain of diversity. As long as the increase in mutation rate is not great enough to start causing other problems, the increase in diversity will be advantageous and the mutation in question will be selected for. This is a horrible simplification, but I hope you get the general drift.
So, in humans, the males generate greater diversity but it is the females who chose which new traits are favored. In other words, men push evolution but women drive.
- Lander et al Nature 409, 860-921 (15 February 2001) | doi:10.1038/35057062;
Discussion between Remi.b and terdon explaining the logical issues of the post
Remi.b: t explains why men create greater genetic diversity. I think the OP was asking if it is true that, among men, the genetic variance is higher than among females. I don't this question got answered. Or maybe I didn't get the link between differential of "diversity creation" between sexes and difference in genetic variance (or diversity?) between the sexes.
terdon: @Remi.b My logic is: men have a higher rate of mutation => more mutations occur in men => men will have more differences in their DNA compared to other men. This means they will have a greater genetic diversity since the higher rate of mutation will result in a more varied group of genotypes.
Remi.b: Yes but mutations occur in the testis when reproducing. And men sire male and female offspring that both carry the same amount of mutations. Therefore the diversity should be the same. What point am I missing in your speech? The only possible explanation to me would imply differential selection early in life in male and in females. The sex that is under stronger selection has a lower genetic variance.
terdon: @Remi.b ah, you make a very good point. Looks like it is my reasoning that is missing something and not your understanding of it :). I will edit my answer as soon as I get the chance.