If you look at Juwel's website you will see that the Rio 125 comes with a 100 w heater while the 400 comes with a 300 w heater.
As for the filter, the 125 has a Bioflow M filter with an Eccoflow 500 pump and the 400 has an Bioflow XL filter with an Eccoflow 1000 pump. Looking at the website, it seems that all three sizes of Bioflow filters - M L and XL - have the same media, with just the size of the sponges getting bigger as the size of the filter increases. So all three filter models come with coarse blue sponges, fine blue sponges, green nitrax sponge, black carbon sponge and white polypad.
Since you have had a Rio 125 I expect you will already know that the green sponge doesn't do anything for nitrate so treat it as a blue sponge; that you don't need to use carbon all the time so leave the black sponge in the cupboard; and that buying a roll of filter wool and using a white pad as a template to cut it up is a lot cheaper than buying Juwel white pads.