The M Sport steering wheel for the 2011 model year is not heated with the cold weather package. I would assume the 2010 model year is the same. The M Sport wheel is just too fat and it is also made of squishy material. The feel is worth to difference.

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DeanLinAZ
2011 X5 35i, Sport Activity
Black Sapphire/Oyster
M Sport, Tech & Conven packs
Premium sound, Side camera opt