To measure gender differences specifically in terms of wealth, health, and education, the most appropriate option from your list would be the Gender Development Index (GDI). The GDI is designed to capture gender disparities in these areas by comparing male and female achievements in health (life expectancy), education (mean years of schooling), and economic activity (income).
The other options—GINI coefficient, Gross Domestic Product (GDP), and Consumer Price Index (CPI)—are not specifically focused on measuring gender differences in the context you provided.