Thanks to this website I know that when I use
youtube-dl there is no quality loss at all when I download videos.
I picked up one video and I downloaded it in several formats/quality etc. I made n screenshot using Shutter in full screen of the video that is in the browser, and of the videos that I have downloaded (on VLC, screenshot made with Shutter), on same frame. I put all png picture files in one folder and switch between then back and forth. I see a slight difference.
Did I overlook something? Different colours (color space)?