Few topics in psychology have generated as much controversy as sex differences in intelligence. For fluid intelligence, researchers emphasize the high overlap between the ability distributions of males and females, whereas research on sex differences in declarative knowledge often uncovers a male advantage. However, on the level of knowledge domains, a more nuanced picture emerged: while females perform better in health-related topics (e.g., aging, medicine), males outperform females in domains of natural sciences (e.g., engineering, physics). In this paper we show that sex differences vary substantially depending on item sampling. Analyses were based on a sample of n = 3306 German high-school students (Grades 9 and 10) who worked on the 64 declarative knowledge items of the Berlin Test of Fluid and Crystallized Intelligence (BEFKI) assessing knowledge within three broad content domains (science, humanities, social studies). Using two strategies of item sampling—stepwise confirmatory factor analysis and ant colony optimization algorithm—we deliberately manipulate sex differences in multi-group structural equation models. Results show that sex differences considerably vary depending on the indicators drawn from the item pool. Furthermore, ant colony optimization outperforms the simple stepwise selection strategy since it can optimize several criteria simultaneously (model fit, reliability, and preset sex differences). Taken together, studies reporting sex differences in declarative knowledge fail to acknowledge item sampling issues. On a more general stance, handling item sampling hinges on profound considerations of the content of measures.