For several OCI's, I went from 5/10w30 synthetic blends to Lubro-Moly synthetic 0w40(Full PAO German oil, SJ)- does that count? It held up well, after a long interval it had *barely* sheared into the 30W range. To see the analysis report try a "way-back" search under my membership number in the UOA section. Seemed to cause some "drag", maybe reduce power a little- but I have nothing but the ol' b*tt-dyno to base that on. Gas mileage did drop by a fairly consistent 1 mpg as I recall, about 3% on my car.
Conventional wisdom says that if all else is equal, a 10w30 should be more shear-stable than a 5w30. That may make less difference now than it once did. Remember that oil shears & thins first, & then eventually begins to thicken with further use. If you're concerned with keeping a conventional oil at a 30W for as long as possible, then using a 10w40 is at least worth a try. But to *really know* what's going on with shearing & viscosity, you'd need to have a sample analyzed every 500 miles or so. It would be expensive- but it sure would be interesting!