An alternative which may, or may not, be quicker would be to keep the old and new data on separate worksheets and use ADODB and SQL to build an OUTER JOIN which would create a recordset of those values in the new data that are not in the old data. These links are from @RubberDuck's answer to another review another review. Here is the MSDN page on querying the Excel data source with ADODB. Once you have a recordset, you can use the CopyFromRecordset method of Range to paste into the current workbook.
An alternative which may, or may not, be quicker would be to keep the old and new data on separate worksheets and use ADODB and SQL to build an OUTER JOIN which would create a recordset of those values in the new data that are not in the old data. These links are from @RubberDuck's answer to another review. Here is the MSDN page on querying the Excel data source with ADODB. Once you have a recordset, you can use the CopyFromRecordset method of Range to paste into the current workbook.
An alternative which may, or may not, be quicker would be to keep the old and new data on separate worksheets and use ADODB and SQL to build an OUTER JOIN which would create a recordset of those values in the new data that are not in the old data. These links are from @RubberDuck's answer to another review. Here is the MSDN page on querying the Excel data source with ADODB. Once you have a recordset, you can use the CopyFromRecordset method of Range to paste into the current workbook.
It is good to see that you are using Option Explicit and that you are controlling ScreenUpdating and Calculation.
In addition to the answer given by @RubberDuck, I'd like to point out a couple of things.
You only expect 4,000 or so lines of data but are currently filling 10,000 rows with formulas (presumably as a safeguard) and clearing and copying that chunk of data. You are more than doubling (4,000 vs 10,000) the calculation effort required in Excel. Working out the exact number of lines of data and using that size range will let you remove the overhead.
Also, look at your formulas.
Range("T10").Formula = "=IF(IF(ISERROR(VLOOKUP('New Data'!E10,'New Data'! $O10ドル:$S10000,1,ドルFALSE))=TRUE,'New Data'!E10,"""")=0,"""",IF(ISERROR (VLOOKUP('New Data'!E10,'New Data'!$O10ドル:$S10000,1,ドルFALSE))=TRUE,'New Data'! E10,""""))"
Range("U10").Formula = "=IF(IF(ISERROR(VLOOKUP('New Data'!B10,'New Data'! $L10ドル:$S10000,1,ドルFALSE))=TRUE,'New Data'!B10,"""")=0,"""",IF(ISERROR (VLOOKUP('New Data'!B10,'New Data'!$L10ドル:$S10000,1,ドルFALSE))=TRUE,'New Data'! B10,""""))"
You have got what looks like the same VLOOKUP function call twice on each line wrapped up in an ISERROR and nested IF functions. Consider replacing the IF(ISERROR(VLOOKUP with the simpler IFERROR(VLOOKUP if your version of Excel supports it. The VLOOKUP only looks at the first column, so why not replace with the MATCH function. If you forget about the ISERROR completely, you could just use the MATCH function and then change the AutoFilter criteria to be Criteria1:="#N/A". Your formulas could (if I've understood) become:
Range("T10").Formula = "=MATCH('New Data'!E10,'New Data'!$O10ドル:$O$" & lastRowNum & ",0)
Range("U10").Formula = "=MATCH('New Data'!B10,'New Data'!$L10ドル:$L$" & lastRowNum & ",0)
Where lastRowNum is the variable that stores the last row that contains values. You would then apply the autofilter using the new criteria and then copy columns B and E.
You might want to look at directly assigning the values from one range to another (dataSheet.Range("X10:X" & lastRowNum).Value = dataSheet.Range("V10:V" & lastRowNum).Value) which will be quicker than Copy ... PasteSpecial Paste:=xlPasteValues.
An alternative which may, or may not, be quicker would be to keep the old and new data on separate worksheets and use ADODB and SQL to build an OUTER JOIN which would create a recordset of those values in the new data that are not in the old data. These links are from @RubberDuck's answer to another review. Here is the MSDN page on querying the Excel data source with ADODB. Once you have a recordset, you can use the CopyFromRecordset method of Range to paste into the current workbook.