It was assumed that women would be able to outperform men in ultra-marathon running. The present study investigated the sex difference in performance for all ultra-triathlon distances from the Ironman distance (i.e. 3.8 km swimming, 180 km cycling and 42 km running) in the 'Ironman Hawaii' to the Double Deca Iron ultra-triathlon distance (i.e. 76 km swimming, 3,600 km cycling and 840 km running) between 1978 and 2013. The changes in performance and in the sex difference in performance for the annual three fastest finishers were analysed using linear, non-linear and multi-variate regression analyses from 46,123 athletes (i.e. 9,802 women and 46,123 men). Women accounted for 11.9 ± 5.8% of the total field and their percentage was highest in 'Ironman Hawaii' (22.1%) and lowest in Deca Iron ultra-triathlon (6.5%). In 'Ironman Hawaii', the sex difference decreased non-linearly in swimming, cycling, running and overall race time. In Double Iron ultra-triathlon, the sex difference increased non-linearly in overall race time. In Triple Iron ultra-triathlon, the sex difference increased non-linearly in cycling and overall race time but linearly in running. For the three fastest finishers ever, the sex difference in performance showed no change with increasing race distance with the exception for the swimming split where the sex difference increased with increasing race distance (r(2) = 0.93, P = 0.001). The sex differences for the three fastest finishers ever for swimming, cycling, running and overall race times for all distances from Ironman to Deca Iron ultra-triathlon were 27.0 ± 17.8%, 24.3 ± 9.9%, 24.5 ± 11.0%, and 24.0 ± 6.7%, respectively. To summarize, these findings showed that women reduced the sex difference in the shorter ultra-triathlon distances (i.e. Ironman distance) but extended the sex difference in longer distances (i.e. Double and Triple Iron ultra-triathlon). It seems very unlikely that women will ever outperform men in ultra-triathlons from Ironman to Double Iron ultra-triathlon.