Yes all multiple births tend to be the same gender.
There is a way to change that however by interacting with a doctor sim.
Doctors can find out the gender of the baby.
Perform this interaction on a pregnant sim with twins or triplets on the way and the gender of baby 1 is locked in when the doctor tells you what it is.
The remaining baby or babies can still have their gender altered by food.
Gus has a post all about this called Schrödinger's Baby
http://www.moreawesomethanyou.com/smf/index.php/topic,16110.0.html