It is probably merino wool, pretty much the most common out there nowadays. Simply because it's widely available and comfortable for the average consumer.

I highly (I mean highly) do not recommend you going down the rabbit hole of sheep wool and that from other animals. You'll go crazy trying to understand the characteristics of different breeds/specials and construction methods.

That said, you'd be better off looking at companies based off of their reputation. In general, merino wool is commonly used in anything from a $30 hoodie to several hundred (even thousand) dollars. Merino itself tends not to be very durable and pills extremely easy. Some companies have been able to figure out the magical formula for it, most haven't.