A "duvet" is a "down filled" comforter. "Down" are the softest of feathers from a goose. Goose down filled duvets are worth every penny. The duvet cover is used to protect the duvet itself from dirt, stains etc. , much like we use sheets to cover a mattress, and can easily be washed. (it's hard stuffing a whole poly-filled comforter into the washing machine!)
A comforter is filled with synthetic fibres. If it is warmth you are looking for then a down filled duvet is what you need.