Its definitely something to take with a pinch of salt, for example a shot taken when a ball is dollied up to a player 10 yards out has the same xG as a shot when the ball is fizzed in to a player (provided they take it first time) in the same position. Kind of gives a false picture of the event, there's a quite interesting thing a guy called Ben Mayhew (I think) does on twitter where he tracks xG throughout matches. I sometimes check it if it comes up after a rovers game, there was a case a few weeks ago when a massive xG was given to one of our attempts when it was Gallagher at a full stretch to a bouncing ball across the box, there wasn't much he could do with it but because he was only a few yards out and despite the tight angle it garners a very high xG.