It’s a question I sometimes remember, when doing fitness. I always wanted to wear weights on my arms or legs. But they are always filled with sand and are very bulky and weird. I am wondering, why we’re not using more dense materials? Why not metal? The weights at the gym aren’t sand.
Dive weights and belts are generally Lead and I have seen them used in other applications too. if you search for steel ones they come up on Amazon and other sites.