Only by thickness. Insulating layers can't be made much under 5 thou (0.005") thick, maybe 3 thou at the lowest. The copper foil has to be correspondingly thin as well, or else the resin won't be able to flow into the gaps left between traces.
Resin is also part of the reason why heavy copper PCBs have looser design rules. That, and the precision of etching and plating such heavy layers in the first place. The error in position of an edge, is about equal to the height of the foil. So, 2oz copper is fine for most applications (i.e., including 0.5mm pitch ICs), but heavier (3oz, 4oz, heavy) need to use coarser design rules and components.
A typical multilayer planar transformer (i.e., one made with copper foil traces for windings) has a winding factor of around 0.2. That is, there's several times more insulation thickness than conductor thickness, and the conductor width to conductor space ratio is only modest (depending on number of turns -- a single turn doesn't need any gap, while maximum number of turns is fixed by minimum trace width and space).
Tim