4G not connected

Hi I recently bought a unblocked iPhone 5 in the US.

Arrived in Portugal, and it does not connect to Vodafone 4G, I´ve reseted it several times but never works in 4G, always 3G (although fast 3G)

Las week I was back in the US and it immediatly connected in 4G with ATT

what s the reason? Are there different models in the US from the european ones?

thanks