I found your question very difficult :
I studied chess a lot , and I know that some players have an outstanding high I.Q like for example :
Bobby Fischer's IQ between 180 and 187. This was his Stanford-Binet score when he was at Erasmus Hall High School in Brooklyn before he dropped out. He was probaly tested in 1958 at the age of 15. At the time, he was US champion, which he won again in 1959. He dropped out of high school around 1959.
http://www.geocities.com/SiliconValley/Lab/7378/iq.htm
Some sources give Kasparov an IQ between 185 and 190 but others measured his IQ as 135 and his memory as one of the very best. (very important in chess if you try to memorize many moves in the opening!)
Judit Polgar some lists give her an IQ of 170. (she is currently the strongest female player and among the 10 strongest in the world)
I do not know what IQ have other sport celebrities , it could be a fascinating research.