Rockwell and WDC had 65C02's up to 4 MHz relatively early on, but the 4 MHz versions seemed to be quite rare. WDC now has 65C02's rated at 14 MHz, but they go quite a bit higher than that if you've got fast enough RAM.

There are some technical details on why a 4MHz Z80 is roughly equivalent to a 1MHz 6502. As always with processor design there are tradeoffs in every decision. The Z80 had a 4-bit ALU, but I'm not sure if that slows it down.

The Z80 has a more complex architecture than the 6502. A 6502 clock cycle is one bus cycle and simple instructions can execute in one clock cycle. For the Z80 a clock cycle is called a T-state, and one machine cycle consists of multiple T-states. A simple instruction like INI takes 4 T-states.