Well, both materials offer different things so it is not a case of better but what is better for you. Cotton socks are naturally breathable and are often better for everyday use. They are hypoallergenic so if you are prone to sensitive skin, these socks would be a better option for you. Wool socks are brilliant at keeping in heat so they are perfect for those chilly winter nights and will keep you drier if your feet get wet in comparison to cotton socks!