There is a material called filament silk that's great for insulation. I think it's a type of polyester, but I'm not sure. I bought an insulated underwear made from this material last year for a trip in Europe. I've used other types of insulated underwear before these are better than anything else I've used. The best part is that they're light, so it's like they're not even there. But they make a huge difference in terms of insulation.