Synthetic fleece and advanced materials are much warmer than wool for the weight. Also dry faster and insulate better when wet.
If you want to really know about fabric performance, ask ice climbers and winter mountaineers. Synthetics of various types have almost replaced wool for this group.
I tried some military long underwear made of some kind of synthetic that was supposed to be superior to wool. I didn’t like it. It didn’t feel warmer than wool to me.
I stand corrected but still love wool!:)