Generally, 0w-40 will be a better newer formula than 5w-40. The one area where 5w-40 is a winner is in the HD heavy duty diesel truck oils, like ROTELLA or especially Chevron DELO 5w-40 with it's high HT/HS and flashpoint. FP or volatility is the most important spec to compare if using in a DI engine.
Lots of fanboi love for Liqui Moly, but it's nothing special. In fact, many grades don't actually have the mfg specs on the label, merely "recommended for" or meets the requirements of..." No way on Earth should people pay extra for imported oils, when we have the best oils at the best price in the USA.
5w-40 is best for a track car or in extreme heat. 0w-40 is best in extreme cold and or short trip driving. Really, any oil in these grades are fine for a Euro turbo engine. VW 502 is an old and antiquated spec. The best mfg, the one to look for is MB 229.5. VW 504 is an even higher spec, and is NOW advisable to use in the USA since our gas is now ultra low sulphur. High sulphur gas affects the lifespan of the oil if it's low/mid SAPS (sulphated ash). The upside of VW 504 is it can reduce intake valve deposits. I use 1/2 can of CRC GDI cleaner spray every Spring to keep deposits in check.
Best approach is to do a UOA lab report on your chosen used oil. Rarely do you have any abnormal wear. So, I tell people to select a brand they like, because Grandpa used it or whatever. Then pick 0w-40 or 5w-40....you're done. Mobil 1 0w-40 is a safe and easy bet. However, Castrol Edge 0w-40 with the new titanium additive pack has legit mfg specs, and is literally cutting edge tech, while Castrol 5w-40 (dealer drum oil) is an old lame formula.
Pennzoil has some excellent oils, available widely. I just bought some Valvoline 0w-40 for the novelty, $4q at WalMart.com. If you want the most stout oil w/high HT/HS Delo is an easy call. Don't worry about VW 502, an oil like Rotella or Delo exceed it by so far it is not even funny. Just don't let it run low, adding 1/2q at a time for top-off is ideal.
Again, ANY 0w-40 or 5w-40 is fine.