Tricky call this one - and you'll get as many opinions as there are days in the week.
I had a Golf GTI diesel until recently. I tried BP Ultimate diesel but could never detect a difference in consumption or power.
However I felt that it was probably a better quality and cleaner burning - which made me feel better.
In a TD5 I'd save the difference and put the money towards your ECU loom replacement for when it gets contaminated with oil.