Dumbbells are usually made from different types of metal. Cast iron dumbbells tend to be cheaper and, because cast iron is relatively brittle, are also bulkier than steel dumbbells. You may find coatings like neoprene on cast iron dumbbells, which can make them more comfortable to hold, and also protects them from wear and tear. Stainless steel dumbbells are stronger and so are usually thinner. They are also typically more expensive.