Like the two male leads, Gwendolen and Cecily also have a lot in common. There’s the Ernest thing: marrying a man named Ernest seems to be the founding principal of their lives. The two women even say it in unison: "Your Christian names are still an insuperable barrier. That is all!" (III.29).
Gwendolen and Cecily both keep a diary, which they believe would pretty much stand up in a court of law as proof of whatever they say. And both are willing to fight tooth and nail to get what they want... though not in front of the servants. Neither Cecily nor Gwendolen has much of a character arc, because the absurd plot simply unfolds to their advantage. In the end, Cecily does have to make do with an "Algernon." So we guess Gwendolen wins since she alone ends up marrying an "Ernest.