There are several Energy Rating Systems that will help you choose the window that's right for your home and the climate you live in. In the U.S., the National Fenestration Rating Council (NFRC) has an energy performance label that lists the manufacturer, describes the product, provides a source for additional information, and includes ratings for one or more energy performance characteristics.

The US Environmental Protection Agency's (the EPA) Energy Star program is a government/industry partnership. Introduced in 1992, Energy Star is a voluntary labeling program designed to set the energy savings criteria and identify and promote energy-efficient products. Computers and monitors were the first labeled products. The Energy Star label can now be found on many products including windows, indicating an energy savings and therefore, money savings. For example, Energy Star rated widows are twice as efficient as windows manufactured just 10 years ago.
In Canada, there is the Energy Rating, or ER number system. Basically, with this window’s rating system, the lower the number, the more heat is lost and the less energy efficient the window is. The higher the number, the less heat loss and more energy efficient.