no, but I have shot each.
In comparison, I like my 938 a bit better for shooting, but carrying can be rough as the SA 938 has a hammer that can get uncomfortable if you are carrying it in condition 1.
(btw... I have not purchased a 365 or XL as of yet, I am planning on one for EDC, but it is hard to not carry that S&W 60 or Sig 938)
Back to your question: Here is my take on these 2
I like the way the XL feels in the hand, much better than the 365. Easier to drop the mag. Felt recoil is a little less, but that may just be me. But it is over 3/4" bigger both vertically and horizontally.
I like the curved trigger on the 365 better than the straight trigger that was on the XL I shot. I do not like the mag release on either of them.
Technically, the 9mm round does a lot better with a barrel over 3.5" (3.1 vs 3.7 for the XL)
Here is a nice comparison I found.
I switched to one recently. I carried a Glock 26 for a long time, then the Glock 43, and in between the Sig 938. I think the P365XL is just superior. Same size as the G43 with 5 more rounds... Plus you can buy the extended mags. I also grabbed a Romeo red dot for it, but have since sold that. I just cant for the life of me use a red dot on a hand gun. I am stuck on front sight focus.