That's right, don't trade your OM606 for a CDI just for the mileage as that makes no sense. If you trade, do it for the other reasons. Also it's more than just a several thousand dollar difference. Even a used CDI is easily worth twice as much as your W210.

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2004 VW Jetta TDI (manual)

Past MB's: '96 E300D, '83 240D, '82 300D, '87 300D, '87 420SEL