The "W" is a reference to "cold cranking" conditions, the oils are still 20, 30, 40, 50 etc. weight, on the other side. For example "Cold Crank Simulator Apparent Viscosity @ -30 degrees C, cP, ASTM D2602, for a 5W-30 might be <2310 and for a 10W-30 might be 1843 for comparison. And "Borderline Pumping Temperature", ASTM D3829 might be -47 F degrees for a 5W-30 and -42 F degrees for a 10W-30, only a 5 degree difference. Other factors are probably much more important than the "W" designation, as has already been pointed out.