Before Wonder Woman there was Miss Fury, the first female superhero, introduced in 1941:

“Miss Fury was created, written, and drawn by a woman, June Tarpé Mills, who published under the more sexually ambiguous Tarpé Mills. Had Miss Fury entered an enduring canon like DC’s, it’s possible that the template for female superheroes, as well as for superhero comic readership, would have depended more on the influence and perspective of actual women.”