Since mass and
heat transfer are equal, just look at the materials specific heat capacity.
Specific heat capacity measures the amount of heat energy required to raise
the material's temperature a given amount.
Water has a specific heat capacity of 4.181
Iron's is 0.450
So it takes more heat energy to raise water's temperature the same amount.
So an equal amount of energy will raise the water's temperature by less.
You can also see this in the equation
(heat energy) =m*c*(change in T)