For "normal" DC-DC converters it's the losses in the semiconductor switches and diodes that dominate[1], unless cheap inductors or capacitors are used.
High-efficiency DC-DC converters often use a resonant tank circuit[1], which supports high-frequency operation and zero-current or zero-volt switching, which together significantly reduces switching losses.
In such a circuit I imagine superconducting inductors/transformers and superconducting capacitors could be beneficial to improving efficiency further.
Keep in mind though that resonant DC-DC converters can reach 98% (or higher) efficiency already[3] with current tech.