Wool is comfortable to wear in both warm and cool climates. This is because wool is an absorbent fiber. When the air is cool and damp, wool absorbs moisture and keeps a layer of dry insulating air next to the skin. When it is warm, that same absorbtion capacity takes up perspiration and keeps insulating dry air next to the skin, making the body's natural cooling system work better.
Wool is an extremely complex protein, evolved over millions of years for the protection of warm blood animals in a great variety of climates and conditions. By comparison, synthetic fibers are simple, having been designed for specific limited uses.
Wool garments are a great investment. Since wool fibers resist piling, snagging, and breaking, wool garments typically outlast synthetic sweathers. Furthermore, since wool fibers are naturally elastic, wool garments don't wrinkle, bag, or sag as other fabrics.