5w-40 is NOT thinner than an equivalent 15W-40 at operating temp, in fact there may be f%ck all difference at 0*C, and some 5W-40's are thicker than some 15W-40's at 0*C. 
An SAE viscosity is a range, actual viscosity is measured in centistokes (cSt) eg an xW-40 must fall between 12.5 cSt and 16.3 cSt @ 100*C (most apear to fall @ 14-15cSt) 
A 0W-xx or 5W-xx is able to pump/flow at much lower temps than a 15W-xx. Pumping viscosity at low temps is measured in centiPascals (cP) and a 0W-xx cannot exceed 3250 cP @ -30*C , a 5W-xx must not exceed 3500 cP at -25*C, and a 15W-xx cannot exceed 3500 cP @ -15*C. 
 
Here's some specs for a few different oils at various temps 
 
Mobil 
Delvac 1 5W-40. 14.8 cSt @ 100*C. pour point -45*C 
Castrol RX Super 15W-40. 14.5 cSt @ 100*C pour point -27*C 
Redline 15W-40. 15.1 cSt @ 100*C. pour point -45*C 
Penrite HPR5 5W-40. 15.1 cSt @ 100*C. (no pour point given) 
Shell Rimula Ultra 10W-40. 14.6 cSt @ 100*C. pour point -30*C 
Castrol Magnatec 10W-40. 14.6 cSt @ 100*C. pour point <-35*C 
 
yet at 0*C we get 
 
D 1= 1066 cSt 
RX = 1358 cSt 
RL = 1122 cSt 
HPR= 1350 cSt 
RU = 0809 cSt 
Mag = 1182 cSt 
 
a 10W-40 (Shell Rimula Ultra) is actually thinner than both 5W's, and a 15W (Redline) is thinner than the 10W Magnatec and the Penrite HPRD5 at 0* ! 
 
It's only when you get down to North American type winter temps that the 5W-40's really show an advantage in pumpability. 
 
HPR5 has a cranking pressure (cp) @ -30*C of 5719, yet 
Magnetec has a cp of 7000 @ a warmer -25*C. 
The only other directly comparable number was for the older CH-4 version of 
Delvac 1 which had a cp of 3250 @ -25*, and 20,000 @ -35*.   
			
		
 
	
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