Despite a shared genetic architecture between males and females, sexual differences are widespread. The extent of this shared genetic architecture, reflected in the intersexual genetic correlation, has previously been correlated with the extent of phenotypic sexual dimorphism in shared traits. However, the magnitude of the difference in sex-specific additive genetic variances may also fuel sexual dimorphism. To explore the correlation between additive genetic variance dimorphism and phenotypic dimorphism, we conducted a literature search. We targeted traits expressed in both sexes and excluded sex-limited traits. The mean difference between the sexes in additive genetic variance was not significantly different from 0. However, the distribution of the sexual difference in additive genetic variance had a significant male-biased skew. This pattern persists even after removing traits explicitly related to reproduction. Furthermore, male traits had more residual and phenotypic variance than homologous female traits (as measured by both the mean and the skew), and this difference was not necessarily due to the difference between sexual traits and nonsexual traits. We found no evidence that sex chromosome system could explain sex differences in additive genetic, nonadditive genetic, or phenotypic variances. Finally, we found a significant correlation between the extent of sexual dimorphism in additive genetic variances and the extent of phenotypic sexual dimorphism. Understanding why traits have sex-specific patterns of variation awaits further investigation.