I've only had a female DM twice, and both times were at gaming conventions. And both times they were young (younger than me), very attractive college students. The first one was a red-head, and dressed in a black minidress with black fishnet stockings. Quite distracting.

But she ran a great game.
The second one, it was her first time to DM a RPGA event. She rolled all of her dice in the open, so there was no fudging. It was so cute the way she would roll a critical, kill a PC, cover the lower part of her face with her hands as she realized what she had just done, then apologize to the player for killing his character.
Wait, I had a female DM one other time. She was an ex-girlfriend who later married another player in our gaming group, and she was trying to get revenge against everyone else for various perceived slights and insults on her part. It was the single worst gaming experience of my life, and I try very hard to forget it.
I've gamed for years with the same three female players (none of them the ex-girlfriend), and have repeatedly tried to get them to run a game. But they always insist they would be no good at it (although I know that is not true).