Calliper identical - XT just has a screw-in pad pin where SLX has split pin. But the SLX still has the thread for the screw-in pin so if you really want them, get some XT ones and fit them to your SLX.
Hose & fittings identical - BH90 with banjo bolt at calliper end and shroud nut at lever end.
Pads identical - all current Shimano brakes (Deore, SLX, XT, XTR) take the same pads and have a choice of resin/sintered and finned/non finned.
Lever - slight differences. XT has 'free stroke' adjust screw, to adjust bite point, whereas SLX has a blanking screw in that hole. Most people never use the free stroke, but if its really important to you then you need to get XT. XT also has forged alu lever blade whereas SLX has stamped alu lever blade - makes XT slightly lighter.
In use - no discernible difference - well there wouldn't be would there, as they're basically the same parts just painted a different colour.
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