This is hard to answer due to the lack of readily available mail statistics.
What I did find was several pages talking about the volume of mail for Santa and some pages talking about the volume of mail addressed to god.
Canada Post receives millions of letters to Santa each year. Letters to God and the easter bunny are also mentioned but do not seem to be as common.
Letters to god are forwarded on to the Western Wall in Jerusalem, although sometimes only if sufficient postage was paid.
This article from the Guardian states that each year more than 1000 letters to God are received, while this article from The Hindu states that in 2008 around 2000 letters to God were received.
It is important to note that many post offices have programs for dealing with letters addressed to Santa such as the Letters to Santa program in the US.
I can't find any official statistics so it's hard to say for sure, however given what we do know:
- That there are at least 1,000,000 letters to Santa are handled in Canada per year
- That special programs exist at post offices around the world to deal with the volume of mail addressed to santa
- That only ~2000 letters to God are forwarded to the Israeli postal service.
It would seem reasonable to consider the claim likely.
If we assume that the letters to God that get forwarded on to Jerusalem are only 1% of the total letters addressed to God, then that would still only be 1/5th of all the letters addressed to Santa in Canada. An arbitrary assumption, but something interesting to consider.
I couldn't find any statistics for letters addressed to Sherlock Holmes
Based on this I think it is safe to assume that the claim is true.