In thinking about this more, I would pay attention to how you're driving, it takes a bit of throttle to get the X5d moving as opposed to a gas engine, so maybe you're rabbit starting or staying on the throttle longer?
Have long have you had the X? Have you reset the trip computer info? and have you had to refill the DEF yet? I'm asking about the def because if you're burning through DEF quickly, it's an indication of keeping your foot into it
which will lower the MPG.