Its unfortunete that you only get the X5 35d in the US to compare to Cayenne, when the X5 40d actually gets better miles per gal.
I have had the X5 30d, X5 35d & now the 50d, all my X5's have had the same options, but the 50d gets much better economy than the 35d. My average of 80% city driving & 20% country gives me 9.4ltr/100klm, and l am not a light footed driver.
The Cayenne here has an option of a offroad pack as well.
X5 M50d White, 20"rims, Adaptive Drive, HUD, Xenon Adapt Lights, Rear/Side Camera, Sunroof, Auto Tailgate, Comfort Access, Active Perforated Ventilated Comfort Seats, M Paddle Shift, Active Crus, Stop/Go, Proff Nav + TV, DAB, 16 Spk Ind HiFi, USB, Internet, Apps, 4 Zone Air, Towbar 20% Tint, 5mm Castor Bushes, Yellow Calipers, Ceramic Pads