Let us first see, how well do the data describe the outcome of the game. This will be done by a correlation analysis, with the reasonable assumption that the xGoal models represent linear models. The outcome of the game is given by the goal difference, which we plot against the corresponding xGoal difference.

The graphs for the linear fit models $$ Gd = G_0 + \alpha\cdot xGd $$ are shown as straight lines and the corresponding values for the interception $G_0$ and gradient $\alpha$, together with the $R^2$ values are given in the legend. Without going into much detail, all fits are significant, the error for the gradient $\alpha$ are in the same range (0.16, 0.17, 0.14). The interception $G_0$ are consistent with zero for all fits.

The fits for @11tegen11 and @Caley_graphics are very similar and within statistical error more or less identical and differ from @StrataBet. This was already expected by the different number of integrated xGoals. The former xGoal models are probably aimed to describe the correct number of goals which results from shots. The later one describe more chances in a game, which result not neccessarly in a shot. Therefore, the number of xGoals is higher.

To see how well the teams performed in scoring goals, we subtract xGoals from goals and plot them in descending order. On top of the list is the most efficient team ranked, on bottom the worst efficient one.

Yes, indeed, due to the small numbers you can as well say, the most lucky or most unlucky team.

Without any doubt, the most remarkable ranking is the last place of Germany with a large gap to the second last team Island. At least for Germany, one might tend to say, that it is not only missing luck!

Next we look into the defensive strength of the teams and see how much xGoals they have admitted. On top of the list is Uruguay as the only team without any goal against. Eight out of the first ten teams have qualified for R16, and eight out of the last ten teams have left.

The defensive efficiency is measured as the difference of goals and xGoals against the teams. The ranking in ascending order is shown in the graphic on the right. Interestingly, some big teams (BRA, BEL, GER, ENG) are ranked in the mid and many small teams (KOR, DEN, PER, IRN, SWE) are ranked in the upper part.
In case of the big loser of the tournament Germany, one might say that the failing was mainly caused by the offensive part of the team, whatever this in particular means.

The chart on the right shows for all teams, which are qualified for quarter final, the xGoal differences vs goal differences. Due to lack of data from @GoalCharts, we use only those from @11tegen11 and @Caley_graphics, which we furthermore average. Every national flag marks a game for the corresponding team, therefore every flag appears exactly four times. Note, one flag for Belgium is more or less completely below the flag of Sweden, which means for this game the xG-differences are more or less the same.

Therefore, the right upper green area shows those games, which positive xGoal difference and goal difference, which we call deserved victory. Only Belgium has deservedly won all games and Russia is the most lucky team, as it is immediately observed in the chart.