1 - Set of Hydrogen atoms is a set.
2 - Set of Helium atoms is a set.
3 - Both Hydrogen and Helium are atoms. Check!
4 - To have a Set of sets you only need 2 sets to start with.
5 - The Set of sets or collection of different types of atoms, in the case X and Y only, is a valid set.
6 - Finally, if your Set of sets intends to include all forms of phenomena, all sorts of properties then you must include all possible classes there can potentially be and round em up in a final Set.