What is meant by “warmth without weight“?

Among experts, this term describes the capability of feathers and especially of down to offer a high degree of thermal insulation without much weight ensuring excellent sleep comfort. “Down and feathers trap air in between“ is a common phrase in the market.
 
Due to their three-dimensional structure the countless, finely branched down form millions of small air-filled pockets which make up a large percentage of the volume of the quilt.
Since air is not a good heat conductor the countless air-filled pockets make up an insulating layer just like double glazed windows. This insulating layer prevents the heat of the body from disappearing.

The structure and resiliency of down enables down to recover its original volume after having been subjected to specific pressure.
 
 
Source: ARO Artländer GmbH, Kettenkamp.
  
Down and feathers can be compressed to a small volume then. If the pressure, for instance the weight of a human body, is removed, the down and feathers will quickly recover their original shape. Since they are resilient, they can be compressed a billion times and recover their original shape again and again. In the course of this down and feathers form countless air-filled pads which act as an insulating layer.

Due to their three-dimensional structure and the capability to continuously recover their original shape, down store quite large amounts of air in relation to their weight. Since down are very light, they keep the sleeper warm and comfortable without much weight.
 
Quelle
Verband der Deutschen Daunen- und Federnindustrie e.V.