What I Actually Got for the Extra Money
For about a year I alternated two sets of linen sheets on the same bed, week about. One had cost roughly four times what the other did. I did not set this up as an experiment, it happened because I needed a second set and could not face spending the same amount again, but by about month four I was paying close attention and taking notes on my phone in the mornings like a slightly strange person.
I am not going to name either of them, partly because that is not what this site is for and partly because two sets is not evidence about anything except two sets.
The difference I could feel on night one
The cheap set arrived softer. That was the first surprise. It felt better immediately, which I initially read as a good sign and later understood as a warning, because it had been finished in a way that made it pleasant out of the packet.
The expensive set arrived like a board. Same story as every good linen I have owned. Stiff, loud, faintly hostile for months.
If I had judged at week one, the cheap set would have won outright, which is exactly the trap.
Where the cheap set genuinely lost
By about month five, the softness the cheap set arrived with had gone somewhere and been replaced by something limper. The cloth had lost its body. It lay on the bed rather than falling over it, and it stopped making the deep soft folds that make an unmade bed look good in the morning. Flat, slightly slack, a bit sad.
The seams were the other clear loss. Two of them opened within the year, at the fitted sheet corners, and the stitching itself was noticeably looser when I went and looked at it side by side with the other set. That is the part I would actually check now if I could see something in person before buying.
The colour also moved further. It started a warm grey and went towards a cool flat grey, whereas the expensive set has faded in a way that just looks like less of the same colour.
Where the cheap set quietly won
It dried faster, every single time, which over a year of line drying in a climate with unreliable afternoons is worth something real. Lighter cloth, less water held, back on the bed the same day much more often.
It was also better in high summer, and that is not a claim about anything technical, just that on the hot nights in August I chose it repeatedly without thinking about it and then noticed I had been doing so. Something about the thinner cloth. I would happily keep a cheap set purely for July and August.
And the fitted sheet fitted better, which had nothing to do with price and everything to do with the depth being right for my mattress. The expensive fitted sheet is slightly too generous and bunches under the corner. Every night. For years now.
The expensive thing I regret buying
A set of linen napkins, bought at the same time as the good sheets, in a deep colour I liked in the shop. They have been a mistake from the beginning.
The colour shows every water mark, which is a problem for an object whose job is to be near drinks. They are cut too small to actually cover a lap, so people put them on the table after about ten minutes. And they were finished with a heavy stitched hem that is stiffer than the cloth, so they never fold flat and the stack in the drawer always looks like it is trying to escape.
The plain undyed napkins I bought years earlier for very little money are the ones that get used at every meal. They stain and then the stains go, they are large enough to be useful, and they have been through so many washes that they now fold like paper. Nothing about the price predicted this.
What price did not predict at all
Whether I would like the colour after two years. Both sets have changed and only one changed in a direction I liked, and I could not have guessed which in advance.
Whether the fitted sheet would fit. This is the single most consequential thing about a sheet in daily life and it is essentially independent of quality.
Whether the hem would be pleasant. The heavy, decorative, expensive hem has been worse than the plain narrow one in every case I own.
How it would behave in the third summer, which is the only question I actually care about now and the one no amount of looking at a photograph will answer.
How I buy now
I buy fewer sets and I buy them further apart, so that I can see what one has become before I commit to another. I check the depth measurement of the fitted sheet against my own mattress before anything else. I avoid dark colours for anything that goes near a table. I prefer a plain narrow hem and I have stopped paying extra for anything decorative on the edge of a cloth I am going to sleep under.
And I no longer trust how something feels when it is new, in either direction. The set that felt best on the first night was the one that gave up first, and the set that felt like cardboard for five months is still on the bed and getting better. That is the only clean conclusion I would defend from the whole year.