I had an xml problem to solve at work, and used sxml to prototype solutions in CL and Guile. The CL solution was much (much) faster, but I ended up using Guile because the libraries are built in. Maybe I should try a Racket version.
It's hard to beat a skilled CL person who invests in making something fast.
But Scheme code can often be made faster, especially if you know the performance characteristics of the particular implementation.
Besides generally using good performance practices, know that Racket has some profilers that can be immensely helpful. (I once rigged up Racket's statistical profiler at the time to capture the data for each instance of certain kinds of very complicated Web requests in a production system, and used the reports to optimize the heck out of it.)
To your point though - sxml is fantastic.