Wicking is the property of some fabrics which is extremely helpful in moisture management of fabrics. Wicking is a property with which they can absorb the moisture with capillary action and then transport the moisture( sweating) on the larger surface area of the fabric for quicker drying. This phenomenon helps the sportsmen when they sweat and feel wet by excessive physical exertion. This keeps the wearer comfier and dry. Synthetic fibres for example polyester, polypropylene, nylon are specially engineered at fibre stage for this purpose. There are chemicals( wicking agents) also which can add moisture wicking for natural and synthetic fibres which can enhance the capability of absorbing moisture.
Cotton or other natural fibre like wool are naturally absorbent and have excellent wicking capability but they will hold the moisture for a longer period. In sportswear it may feel heavy because of that moisture, on the other hand synthetic fibres like polyester are hydrophobic basically but enriched with wicking they dry more quickly. That is why in sportswear Polyester, Nylon and polypropylene are preferred. Their lightweight, strength, elasticity, and shape retention also helps in the same.