Hi medmars,

By default there is no option to export data to XML in Odoo and I haven't seen a module for this yet either.
This is something that you can create your own though! You could use existing Python libraries such as xmltree, etree etc. If you really want to you could work without any external libraries and build your own XML files from the Python code.
Just create a wizard that generates the correct data, convert it to a file and show an option to the user to download it (or download it right away).

Regards,
Yenthe