Magnetic permeability is a property that indicates the ability of a material to conduct magnetic field lines. The magnetic permeability of a material is typically compared to the permeability of free space, denoted by \( \mu_0 \).
- Iron: It is a ferromagnetic material, meaning its magnetic permeability is much greater than that of free space.
- Aluminium: It is a paramagnetic material, meaning its permeability is slightly greater than that of free space, but not as high as ferromagnetic materials.
- Sodium: It is a paramagnetic material, and its magnetic permeability is slightly greater than that of free space, similar to aluminium.
- Copper: It is a non-magnetic material, and its magnetic permeability is slightly less than that of free space, because it has a weak diamagnetic property.
Hence, the correct answer is:
\[
\boxed{D} \text{ Copper}
\]