my modified aaz in an mk2 is 2-3 times faster than the 1.9alh tdi in a mk4 as far as my butt can tell. BUT that was a massively worked on AAZ with lots of fuel, dynamic timing advance, no gov., FMIC, 2.5" open exhaust, lots of porting, T03 Garett @ 26lbs.
The biggest advantage I see with TDI's is the ability to run propane and NO2 without much concern. (again the benefit of no pre-chambers as mentioned earlier). The AAZ is easier to work on for sure and much cheaper.
I got 50mpg casual driving and melted the tires driving it like i stole it. Never saw higher than 1,200F EGT. I dont know what the TDI's typically do stock with that VNT in it.