Yes, when writing only to the CF card, speed is unaffected. Whenever you write to the SD card, things slow down markedly.
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In the table that Joost linked, I am using a Lexar 32gb 1000x Professional CF card and a Lexar 64gb 600x Professional SDHC card. I haven't timed it, but the figures in that table would be about right from what I've experienced, if I'm reading the right lines. The SD card is about 25% as fast as the CF card.