Having owned both a W115 diesel and several Rabbit diesels, I'd definitely say that the older MBs were sootier. I suspect it was due to their all cast iron longblocks, vs VW's aluminum heads, which reached operating temps a tad earlier. Of course the MB engines could be made to run to 500K plus miles, while the VWs typically only made it to 400k.
When MB began producing the OM60x series engines, with aluminum heads and more advanced injection management and cats, the soot content dropped considerably. The original tdi completely revolutionized passenger diesels, and MB's current engines are also phenomenal...but I wish they'd go back to the inline configuration. I hate vee engines
And as the added bonus with the Rabbit LS Diesel is the skill learned of turning the a/c off at the light, pulling out, hitting 2nd, into 3rd, a/c on and then through to 5th. That was required on hot humid days when 95 degree heat and 48 hp conflicted.