I don't think that the fuel efficiency will be quite that good. Partly because this measurement is in the UK rating, so the US measurement will be less, and also because car companies always inflate numbers like these.
Maybe, if its the diesel, but a blueblood noted, we here in the USA won't get the diesels.
Likely the best it will do here, with the 4 turbo, will be in the area of 36 MPG. I have an XF with the T-4 (which is amazing) and on the road, at 70 MPH, regularly get 30, as per the EPA sticker. No doubt with less weight, the XE should best this by 20 percent.