Silk in the ultimate fabric. Cool in summer, retains heat well in winter. This is why silk long underwear are so coveted in cold climates.
That said, silk on it's own will probably not be warm enough. Fantastic as a layer, though. Also, silk knits mixed with cotton can be warm, particularly if you layer under them.
I live in a very cold climate, and layers are the norm, so adding silk in as a layer is ideal. I just wish I could find some not dry clean only.