Most important IMO is third-party testing along with published results. Concentrating nutrients also concentrates contaminants like lead and PFAS, and many powders have cocoa, which is also notorious for lead contamination.
For example, the protein concentrates from whey or milk are obtained by just two filtrations through filters with different pore sizes, the first coarse filter retains any larger particles, including bacteria, while the second fine filter retains the protein particles and passes the water with lactose and fat and also with any contaminants that are soluble in fat or in water.
Thus the protein concentrates from whey or milk normally have less contaminants than in the whey or milk used for their production.
(Not associated with the brand or with any vendors, it's just the brand I've been buying.)