This is a very common question!
There is a big difference between them, not just the colour!
Bilstein B4 dampers are classed as a replacement damper, this means they are a direct replacement shock absorber of the original factory fitted shocks. In some cases however oil shock absorbers are fitted as standard on some vehicles so the B4 is effectively an upgrade as it's a gas pressurized damper. These dampers are painted Black.
Bilstein B6 is an uprated shock absorber and is sometimes know as Bilstein B6 Sport. These have been extensively developed to give a sporty ride without lowering your vehicle. Generally they are a mono tube high pressure gas shock absorber meaning consistent performance and a sporty ride. These dampers are painted yellow.
This is just a very basic explanation without going into technical detail.
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