regor, at least you know now. The 0W-20 should give a tick better mileage as it is thinner when cold ... so you may be getting better economy (less resistance) when you first start out.
However, once up to temp, the theoretical differences between these oils (5W-20 & 0W-20) disappear. The one that will give the best economy may be the one that shears down the most ... and I'm not sure engine wear will still be acceptable.
Oh, and I am not a fan of any of the additives you cite in your signature. Want to convince me to change my mind? Do a UOA on your oil and show my low or normal wear to go along with your mileage record.
Some additives contain chlorine or a derivative that causes wear/oxidation initially ... but that coating is then very slippery ... for a while. PTFE has similar disadvantages. Like I said, a UOA will confirm this.