This is really more a matter of opinion. I’ve heard other fans say that Marvel has some pretty great female characters of their own. And, from the (admittedly) little I know, they’re right! Kamala Khan, Gwen Stacy, Storm, Kitty Pryde, Mystique… okay, so most of the best Marvel women are X-Men. But I think the truth here is that whichever publisher you pay more attention to is the one who will seem to have the better female characters.
(And really, the truth is that ANYWHERE you go in comic book publishing, women can and should be treated better, both in terms of representation and in terms of staff. And DC is no exception… while the situation has improved recently, I worked up a timeline a while back showcasing just how few women have been hired to write for DC over the years.)