Speed: XS is faster, not by much, but noticeable.
The soundstage is taller on XS, yet deeper and wider on HE-4. Instruments seem larger on ED XS, thats a big plus for me.
Imaging is much better on HE-4, as it displays the music as a sphere around your head, while XS has many hallow zones, which are really disturbing. Instruments movement is more diefined in He-4. Thats really important for me.
Bass: XS goes deeper into subbase. On Bladerunner 2049 soundtrack it vibrates my skull harder. Yet HE-4 mid and high bass packs more punch and visceralylity, it feels more real, thick and pleasant. I prefer He-4's as most music doesnt often go that low so mid and high bass performance is more important.
Mids are more lush, thick and pleasant on ED XS, yet again HE-4 has more contrast so i can really feel the difference between metal scream and soft jazz vocals.
Highs are better on XS, just better. Less grainy, more detailed, smoother yet faster. Miss those highs.
So yes, i sold my ED XS, because Imaging and Macrocontast are so important for me.
Yet i dont feel complete, because i've lost speed. I my country He6sev2 cost 35% more than ananda se, so i am thinking about NaN-6. Its a bit cheaper than He6sev2, has better macrocontrast, as they say and i am really found off the design - a perfect bland of Hifiman, Audeze and Abyss.
I am now a proud He-4 owner, but cant say that they are perfect. A great deal for their price.