When we measure the health of older adults by creating a Synthetic Health Indicator for the elderly population (SIEPH), we take into account information on different indicators from various dimensions: cognitive functions, mental health, physical health, behavioral risk, physical and functional limitation. This kind of synthetic indicators are developed using the P2 distance methodology, which permits to integrate wide sets of information, removing redundant information.
We find that Southern European countries such as Portugal, Italy, Greece and Spain, show the wider gender gap in health across Europe.
Figure: Gender health gap in Europe:

Source: Own elaboration. Survey of Health, Ageing and Retirement in Europe (SHARE)