Jute and (as it happens) sisal are horrible on the hands. Cotton's got a much easier 'hand', but doesn't hold up against the elements. Hemp is, in fact, the very queen of natural fibers for ropes -- it tears up the hand far less, slides better, but still holds well. Unfortunately, natural fibers can't be rated with acceptable accuracy for bearing heavy loads. Hemp is also dreadfully expensive.
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Do not ask me how I come to know all this. ;)