I've built identical shielded and unshielded cables, demo'd and measured them.
Hardly anyone needs shielded cables in a typical home environment to avoid clearly audible noise, but some do, I'd guess 1-2% or so. For phono use this increase to ~20% but I suspect many times the cable simply needs to be shielded as a result of the turntable's own motor.
The shielded cable will have less noise but it's impossible to quantify as it depends on external factors.
I also noted a consistent subjective preference for the sound of the unshielded cable, with people noting the shielded cable sounding duller. I don't know exactly why but I suspect it has multiple causes. I know for sure it's not just the noise people prefer as I can mitigate the "dull" sound of shielding by spacing the shield away from the conductors further than is typical. This is one of the reasons why some IC cables are thicker than seems reasonable, many times there is just a lot of stuffing between the conductors and the shield. Also, the dull sound is not just increased capacitance either, as higher capacitance wiring geometry like a star quad does not exhibit this behavior. I think it is a result of the shield impinging on the EM field of the cable primarily but I can't provide any evidence.