The gas is less dense than air:
Sound travels 1,128 feet per second (344 meters per second) through regular air, but it travels 3,041 feet per second (927 meters per second) through helium gas.
So why do ducks always sound that way?
According to the experts, "an articulate but otherwise standard duck would have a shorter vocal tract than ours so, even while breathing air, Donald would have resonances at rather higher frequencies than ours."
The Dish 