The capacitance of a sphere of radius a is : $C=Q/V=1/4\pi\epsilon_0a$. If the charge density is assumed on its surface $Q=\rho_s4\pi a^2$, this gives a charge density $\rho_s$:
$\rho_s = \frac{\epsilon_0}{a} V ~~(C/m^2)$
The smaller the sphere, the smaller the charge density to obtain a uniformm potential V, hence the smaller the capacitance.
However, this analysis is valid regardless of the nature of the material which could also be an insulator. Is the capacitance a purely geometrical feature?
Where does the nature of the material comes into account? Is it related to the amount of work necessary to drag the electrons from the material to its surface? Where conductors would require less work than insulator?