Here is Erland Sommarskog saying to Microsoft "The first thought at hand is to use xp_cmdshell to run a DEL command, but xp_cmdshell is best disabled."

https://connect.microsoft.com/SQLServer/feedback/details/470000/make-it-possible-to-copy-certificiates-between-databases-without-the-file-system

If you have any doubts about whether Erland Sommarskog understands how xp_cmdshell works, hit up Bing.