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.
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.
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
Males and females` only difference for some are sprites.