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I don't know about range, but 19" will give you a better 0-60mph acceleration than the 21" wheels.
The weight of the 21" being placed farther from the center, they create more inertia, thus lowering acceleration.
I swapped my stock 21s with stock Goodyear 19s and there was a noticeable increase in range, despite the temperatures dropping.
It does suck to have them lose traction during hard acceleration though. Can't wait for summer to get my grey 21s back on!
Bigger rims YBD??? Say it isn't so.
Cold is also a big factor. No tire is going to give you good traction at -20C.