Latency and throughput are very different things. However, it's worth noting that the comparison here is with and without compositing. If you were using compositing already on X11 (I believe XFCE offers it with "Desktop Effects" or something to that tune) then you've already been eating compositing latency, and you should actually get less latency in some situations.

But as far as it performing worse overall, I don't think that would be expected. Compositing itself does lean more on hardware acceleration to provide a good experience, though, so if you compare it on a machine that has no hardware accelerated graphics with compositing disabled, then it really would be worse, yeah.