It may weigh a half ton more than a diesel MT Jetta wagon (or Accord diesel, ~700lbs heavier), but I'm guessing it's more aerodynamic, which isn't that hard given VW's penchant for boxes...
But, neway, a MT diesel Jetta wagon a diesel accord both get ~10mpg better than a car that's just come out with better aero. I'm going out on a limb here, but I think the HDi is something of a dog mileage wise.