In general I find that women tend to be more empathetic, not always of course. There are always exceptions, and I don't like stereotyping people.
I think a large part of that is nurture and societal pressure not nature - I guess some men think empathy is some sort of weakness. I will never understand that because I think it is a great strength.
I don't particularly doubt that there are some hard-wired differences at work here, but just to throw out a speculation, I wonder if socialization differences that predispose men to be more vulnerable to a little schadenfreude might not also play a part here. Picking on each other--in an affectionate way, not a sadistic one, but that's not to say it can't be genuinely galling--is, I think, a much more common feature of male socialization than the female sort. Of course, this is different from wishing *serious* pain and suffering on someone, but it's not like most guys really thrill to that sort of thing. In violent or war-torn social environments maybe, but I'm not sure that's a good standard for comparison to the more minor sorts of predations that take place in your average, everyday social setting. The social behavior of both sexes gets thrown into a whole other gear in violent environments.
I must admit, I had great fun with one of those little handheld electric shocker toys a ways back. We were at a highway rest stop store on a family trip, and I scooped up one of those gadgets and amused myself walking up to my kids ("Shake my hand, sir?") with it. They thought it was funny too, though--I wouldn't have done it if I thought they wouldn't. Practical jokes run rampant in our family.