The overhead will depends on how much data you're talking about.
If the individual XML packages are small, it won't add much at all. If they're large, it'll add more.
To put it in perspective, I've processed a 100 Meg XML file on my desktop machine, with an old Pentium D dual-core and 2 Gig of RAM, and it was plenty fast and didn't strain the system at all. If a slightly aged desktop machine can handle that, then it shouldn't be a strain for any reasonably well-built server.
So, you'll have to judge it based on the size of the data being processed.
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