For me, shielding is the most important factor.
It’s not the only thing. The late Charles Hanson once said that the power amplifier is basically a modulator of the power supply. In that sense, the power cable is like a speaker cable in term of how current is carried from the source to the speaker. Of course it's not just the power amp. The preamp, DAC, or CDP are all the same in term of driving a signal.
I have a set of power cable that is shielded, but the bass is somewhat slow, so shielding could be a double-edged sword.