Alot of BMWs have a kinda heavy steering feel, and lots of people like it that way. It keeps the driver more connected to the road via better road feel. There are X5s available with servotronic steering which has more assist and easier steering effort, but you probably don't have that.

To get some better feel you could try changing the steering fluid, it may be old/burnt. (don't know what year/model X5 you have)

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X5 pics

RIP 4.6is.....

2003 4.6is