Hey there!
Your answer is lead.
If they all have the same diameter, then the density is what is different.
Density is the amount of mass in an amount of space.
The material with the highest density, meaning there is more mass within that amount of space, is lead.
The more mass an object has, the more inertia it has.
So, since lead has the most mass, it also has the most inertia.
Hope this helps!