Check out DBIx-XML_RDB. Specifically designed to do what you're asking, I believe.

From the synopsis:

    use DBIx::XML_RDB;
    my $xmlout = DBIx::XML_RDB->new($datasource,
        "ODBC", $userid, $password, $dbname) ||
        die "Failed to make new xmlout";
    $xmlout->DoSql("select * from MyTable");
    print $xmlout->GetData;
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