German researchers claim,
without anyone else yet replicating their conclusion:
The major genetic risk factor for severe COVID-19 is inherited from Neanderthals

https://www.nature.com/articles/s41586-020-2818-3

Warning, above article long and technical

Sample quote

A new study comprising 3,199 hospitalized COVID-19 patients and controls finds that this is the major genetic risk factor for severe SARS-CoV-2 infection and hospitalization (COVID-19 Host Genetics Initiative).
Here, we show that the risk is conferred by a genomic segment of that is inherited from Neanderthals and is carried by ~50% of people in South Asia and ~16% of people in Europe today.

End quote