Common diseases often show sex differences in prevalence, onset, symptomology, treatment, or prognosis. Although studies have been performed to evaluate sex differences at specific SNP associations, this work aims to comprehensively survey a number of complex heritable diseases and anthropometric traits. Potential genetically encoded sex differences we investigated include differential genetic liability thresholds or distributions, gene-sex interaction at autosomal loci, major contribution of the X-chromosome, or gene-environment interactions reflected in genes responsive to androgens or estrogens. Finally, we tested the overlap between sex-differential association with anthropometric traits and disease risk. We utilized complementary approaches of assessing GWAS association enrichment and SNP-based heritability estimation to explore explicit sex differences, as well as enrichment in sex-implicated functional categories. We do not find consistent increased genetic load in the lower-prevalence sex, or a disproportionate role for the X-chromosome in disease risk, despite sex-heterogeneity on the X for several traits. We find that all anthropometric traits show less than complete correlation between the genetic contribution to males and females, and find a convincing example of autosome-wide genome-sex interaction in multiple sclerosis (P = 1 × 10). We also find some evidence for hormone-responsive gene enrichment, and striking evidence of the contribution of sex-differential anthropometric associations to common disease risk, implying that general mechanisms of sexual dimorphism determining secondary sex characteristics have shared effects on disease risk.