The less viscous synthetic oil is at low temperatures, the lower number you’ll see at the beginning.
The 0 in 0W-20 means that the viscosity equals 0 in cold temperature, so, as you might have guessed, 0W-20 will flow better at lower temperatures than 5W20.
Although both oils are intended for use in cold-weather regions, 0W-20 is a better option for those who live in colder regions, where the temperature falls beyond -25°. In extremely cold temperatures 0W-20 also gives slightly less wear at cold startup, as it flows freely at -30°/-40°.
5W-20, in its turn, resists shear under heavy loads better than 0W-20 thanks to its higher viscosity. So in the battle of 2 synthetic motor oils with very similar properties 0W-20 receives “Better low temperatures performance” award and 5W-20 wins “Better heavy-duty performance” trophy.
Since I live in the South I will stick with 5W-20 but if I lived up North I would switch to 0W-20, especially in the winter.