Unlike a catalytic converter though, eventually (after 150,000km or so) they will become blocked up and cause a noticeable drop in power or cause engine fault codes. At that point you need to replace it, which could be a few thousand Euro for a new DPF, or the more common option is to remove it. This is illegal in most EU countries, but also a blind eye is turned to it - even in places with strict emissions checks like the UK.
AdBlue is a modern way of reducing this even more, but there are already devices you can buy that will trick the ECU into thinking your tank of AdBlue is full when its actually empty.
Combined with other common issues like injectors wearing out, as a diesel engine gets old it will burn fuel a lot dirtier than a similar aged petrol engine.