At the time of launch in 2003 - it became the world's first dual clutch transmission in a series production car, in the German-market Volkswagen Golf Mk4 R32 and shortly afterwards, worldwide in the original Audi TT 3.2; and for the first few years of production, this original DSG transmission was only available in transversely orientated front-engine, front-wheel-drive — or Haldex Traction-based four-wheel-drive vehicle layouts.
The first DSG transaxle that went into production for the Volkswagen Group mainstream marques had six forward speeds (and one reverse), and used wet/submerged multi-plate clutch packs (Volkswagen Group internal code: DQ250, parts code prefix: 02E).
It has been paired to engines with up to 350 N·m (260 lb·ft) of torque, and the two-wheel-drive version weighs 93 kg (210 lb). It is manufactured at Volkswagen Group's Kassel plant, with a daily production output of 1,500 units.
At the start of 2008, another world first, an additional 70 kg (150 lb) seven-speed DSG transaxle (Volkswagen Group internal code: DQ200, parts code prefix: 0AM)
 became available. It differs from the six-speed DSG, in that uses two single-plate dry clutches (of similar diameter). This clutch pack was designed by LuK Clutch Systems, LLC. This seven-speed DSG is used in smaller front-wheel-drive cars with smaller displacement engines with lower torque outputs, such as the latest Volkswagen Golf, Volkswagen Polo Mk5, and the new SEAT Ibiza, due to it having a maximum torque handling capacity of 250 N·m (180 lb·ft). It has considerably less oil capacity than the six-speed DQ250; this new DQ200 uses just 1.7 litres (0.37 imp gal; 0.45 US gal) of transmission fluid.
In September 2010, VW launched a new seven-speed DSG built to support 500 N·m (370 lb·ft), the DQ500. Its first use was in the Audi TT-RS
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So VAG does have dual dry clutch transmissions too, and although I havne't driven an Audi TT RS, I bet it feels just as good as the wet clutch DSG's. Although, yes, this is just my assumption.