Gneezy et al. (2003) offer a partial explanation for the wage gap between men and women. In an experiment they found that women react less to competitive incentives. The task they used in their experiment can however be considered a male task. We replicate the experiment and extend it by treatments with a gender-neutral task and a female task. For the male task we replicate their results, but for the neutral task women react as strongly to incentives than men and for the female task women react stronger than men. Our findings suggest a stereotype threat explanation. Women tend not to compete with men in areas where they (rightly or wrongly) think that they will lose anyway – and the same holds for men, although to a lower extent.