Hey Peter,
Unfortunately, at this time the only feed support that’s built into Events Calendar / Events Calendar PRO is for basic RSS. You should be able to see this by appending /feed to your main events page URL.
For example, if your events are listed at example.com/events/, you should find a basic feed at example.com/events/feed
This is not an XML feed like you specifically requested, and I’m sorry to disappoint, but you may be able to make a custom XML solution on your site using the default RSS feed or custom plugins or something.
Let us know if you have any other questions or concerns, thanks Peter!
— George