Basically, the difference comes down to testosterone and it's effects on the human body. It creates higher density bones, stronger muscles and other various effects.
http://www.springerlink.com/content/l47235487q162675/Link
There are a few studies around showing the differences, but not too many modern ones as it has been proven in the past what the effects of hormones are on growth and strength, as well as the continuing effect(s) of those hormones, and many of those studies are not available online.
http://jap.physiology.org/content/83/5/1581.short
That study suggests that while men are stronger in their prime, they tend to "age" faster, and lose more than women in the same measured categories, including faster bone loss in the post menopausal stage. This is probably at least partly due to the loss of hormone production in the post menopausal women, and the way that estrogen limits the effects of osteoblasts, which leech calcium from it's primary storage spot, bone.
As far as iron, that is mainly due to menstruation. Women simply need to produce more blood on a monthly basis than men do, and iron is a critical part of that process.
