An engine problem is usually more pronounced when there is a load on the engine as yours does when you have it in D or R. However, usually you can hear some level of noise at least intermittently when the transmission is in neutral or park. This sounds like an engine bottom end issue but not can't be half way sure. Is the noise louder with a cold engine start up? Can you make it happen in N by revving the engine and letting back down to an idle? Even though it does not sound through those speakers like a transmission issue it could be since the noise is only apparent when the X is in gear. There are other drivetrain problems that could cause a noise, not usually like this, but that is for the Indy shop.

Are you having any other symtoms of an engine problem or transmission issue?

I agree with Big J. Get yourself a stethoscope at the local auto parts store or take a long ratchet extension and put the end that goes to the ratchet to your ear and see if you can find where the noise is the loudest. You will likely hear it from several locations but it will be clear to you when you find the source. Don't try to hold the X with the emergency brake, have someone assist you. You need to be on a hoist to search below so start on top. I would start with the metal part of the dipstick and then the oil fill tube. Anytime you hear the noise search around that area to see if you can pinpoint it. If you can't find it on top it is time to take it to a go indy shop for diagnosis. Can you check for fault codes?

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X5 4.6 2002 Black Sap, Black interior. 2013 X5M Melbourne Red, Bamboo interior
Dallas