The in-Universe lore (the 'fluff') states that the Emperor attempted to create one or more femals Primarchs, but that the geneseed retrovirus that makes the physical changes was invariably lethal to women. As it was indeed to most men -the Primarchs that survived and passed on their geneseed to the various Chapters were mostly mutants like Leman Russ or Sanguinius, passing on their odd physiological quirks to their Chapters.

That said, the Adeptus Sororitas, or Sisters of Battle, have some of the same genetic enhancements as Space Marines. Their primary lack is the Black Carapace, the extra organ which allows Space Marines a direct neural link to their battle armour. But as an arm of the Church, the Sisters get first dibs on all the top-of-the-range, cutting-edge battle-gear the Adeptus Mechanicus can come up with. As a result, they are more than a match for any Imperial Guard forces, the Inquisition and most Space Marine chapters except the Grey Knights and the Space Wolves. And Commissar Yarrick, of course.