Question

I once got told that males have higher attack and females higher speed but I'm not sure if this is true.

I don't mean sprites looking different btw.

Answer 1

Your are thinking about the Gen 2 gender mechanics. Back then, the gender of a Pokemon was determined by its Attack IV. Males always had higher attack IVs than females of the same specie, making the females weaker overall.
Source: http://bulbapedia.bulbagarden.net/wiki/IVs#Gender

Answer 2

No this is not true. If you got a Male Espeon with perfect IVs, Timid Nature,etc it would be the same as getting a Female Espeon with perfect IVs, Timid Nature, etc.

Source: My Knowledge

Answer 3

Males and females` only difference for some are sprites.