From wikipedia "lifting gas"
"Helium is the second lightest gas (0.1786 g/L, 14% the density of air, at STP). For that reason, it is an attractive gas for lifting as well.
A major advantage is that this gas is noncombustible. But the use of helium has some disadvantages, too:
The diffusion issue shared with hydrogen (though, as helium's molecular radius, 138 pm, is smaller, it diffuses through more materials than hydrogen[4])."Not to mention that hydrogen is free for anyone who has water and a power source.