Yes, this is a statistically proven fact:
Women's average life expectancy is 74 years and 2 months, men's is 69 years and 8 months.
But still, why?
The main reason is genes
Even male embryos die more often than female embryos.
The X chromosomes (of which women have two and men have one) are much larger and contain more vital genes. The Y chromosomes (which only males have) have fewer of these genes.
Therefore, the occurrence of problems in the X-chromosome has greater consequences for men than for women
After all, they have a "spare" X chromosome. It is this reserve that gives women that very advantage.
Besides, we should not forget about peculiarities of men's lifestyle and occupation.