Inertia is the resistance of a moving object to a change in its motion or the resistance of a still object to stop being motionless. It is part of Newton's first law of motion. We can think of it in quantitative terms as momentum, which is derived from:
where p is momentum, m is mass, and v is velocity. So an object's momentum is directly proportional to its mass. In the case of the three objects listed in the question, the one with the most mass will have the most inertia and so on. Since the objects are all the same shape and volume, the relative densities will show which one has the most mass. The densities of the items are as follows:
steel: 7.8 g/cm^3
aluminum: 2.7 g/cm^3
wood (average): 0.65 g/cm^3
Since steel is the most dense and has the most mass, it will have the most inertia.