It would depend on the amount of them you have. However, Aluminium let's say you have the same volume of both.
Iron would heat slower, because of its higher density of 7.87 g/cm3, unlike aluminum which has a lower density of 2.70 g/cm3.
The density is how much mass of the element you can stuff into a cubed centimetre. The higher the density the more stuff is crammed together.
Heat happens when particles are excited and vibrate. When the particles are so close together, as with elements with higher densities, they vibrate less and spread the heat more slowly.
