The Golf3 only has a simple torsion bar at the back, whereas the Corrado has the cuter system out of the Passat, which does nice things like passive rear wheel steer etc. This is partly why the handling of the Corrado is better, also the rear end weighs more than the Golf, so weight distribution is better - better handling again.
The flip side is that there are more bushes to die, so potentially it'll cost more to keep on the road and some of the parts for the Corrado are pricey and increasingly difficult to get hold of.