After 6kg savings rapidly drop off. So I think over 6kg you're just adding unnecessary risk without financial incentives. To saver countries you can go up to 8kg, it might still be worth it.
On the other hand, under 4kg you're paying a lot more per kilogram than you have to.
So the general answer is 4kg-6kg. This is the most economical.
For some countries, you might have to use a small parcel strategy due to customs. In that case 2kg is usually the limit. But for the added safety, you probably won't regret going down this route.
I recommend you open your shipping line in the RepArchive shipping calculator. It draws a graph for you that makes it easy to find the optimal compromise between safety and price.