the only "official" compression sheme in XM modules (as written by fast tracker 2) is delta encoding.uFMod
introduced a hacked format with ADPCM compression, though.
This was mainly used for 64k intros. Mostly in combination with a stripped down pattern-format which was rearranged (in column major order) for better compression (which is completely incompatible to the XM format, of course).
If you're just heading for an XM parser, it's safe to ignore such exotics.
If you're looking for sample compression, there are probably better solutions than ADPCM.