The 25-year-old left Juventus just one season after joining the club in a €25million deal.
Interviewed in Bild, Diego said: “If I had to go back to that moment in time, I would make the decision to go to Wolfsburg 10,000 times over again.
“We have a very good team with great personality and we shouldn’t be down in 13th in the Bundesliga.
“We lack a little balance and concentration,” he concluded.