This claim's been around a bit, e.g. The Hill, Scoop Whoop, NYT. The countries named are Germany, New Zealand, Iceland, Finland, Belgium, Taiwan, Norway.
I'm wondering if this claim cherry-picks the data. In particular, I'm aware of some countries with male leaders that've been successful (South Korea, Slovenia, Vietnam), as well as some with female leaders that have not been so successful (ironically, Belgium, as well as Bangladesh). One of the sources (the one written by Amanda Taub for the NYT) also uses the death rate to justify the claim, in which case Russia (which has a male leader) is doing very well.
Has there been any study using the entirety of the data that backs up this claim?