It's a useful stat to an extent but overused. Leeds fans banging on about Xg yesterday but they had 17 shots to our 8 in total and 6 to our 3 on target. Because they had more shots they had a higher Xg but it doesn't distinguish the quality of the chance. It also doesn't distinguish the players individually quality. Phil Foden is far more likely to ping one from range than most players.
I remember at least 3 of Leeds shots on target being tame efforts from outside the box that Roefs saved easily. When you break it down to good chances we were even both teams scored then they had 2 really good chances one which Hume blocked and one which Bogle mis controlled. Equally, we hit the bar and had Brobbey through on goal in the first half.
Theres been a lot of times this season I think we've been guilty of playing one pass too many rather than shoot and I think that's reflected in our poor Xg. Geertruijda is the prime example yesterday. Running onto a nicely weighted ball on the edge of the box and he tries to thread the needle with a pass rather than hit it.
Villa are the prime example of not trusting Xg. I watched an analysis on that very subject with them and its really eye opening. Basically it's clear Emery recognized they had quality ball strikers in his side and they were being given space and time outside the box, so he tells them to have a go as teams are trying to stay compact and block off gaps in the box.
The fact is better players require less high quality chances to score from and top players almost always outscore their Xg when playing well.
Look at Calvert Lewin, very good player yes, but when you look at where he scores from he only really scores when the ball comes to him between the posts from close range. Compare that with a top striker like Kane and they'll score far harder chances from more difficult angles and further out.