Sounds like a control arm issue. There are a couple of "multi-link" arms that make up the front suspension. These "arms" have ball-joints and/or bushings in them. When these parts start to show wear/age you can develop the very common "shimmy". Take it to the dealer and have them check them inspect the front suspension. My guess is they will find a worn bushing or ball-joint.

It may also be something as simple as the front tires being out of balance.

Posting your current mileage would also be helpfull to those reading your post.

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Hers: 2005 X5 4.4

Mine: 1997 540
(way to many mods to list)