Skylake does not significantly outperform Haswell (the processor in the 2013, 2014 and 2015 MBPs) in raw single core and multicore performance. In fact, unless one has a pre-Sandybridge (i.e. before the current generation rMBP came out) laptop, you won't see significant gains unless you're an actual professional running heavily CPU-bound workloads, and even then the gains will not be numerically significant.
Even graphics intensive work will often be offloaded to the GPU, so the gains you do see are coming from the dGPU and not the CPU itself. CPU-bound tasks gain single digit performance gains. In some cases they do slightly worse than Broadwell, due to a slower clock. The MBP has both adequate memory and - especially in the 2015 model - a fat pipe to disk that's faster than anything on the XPS.
XPS 15 has a Skylake with HD530 graphics plus the 960M. Technically, the current iGPU Iris Pro 5200 graphics in a generation better than the HD530 graphics on the XPS 15; Iris Pro 5200 is GT3e, while HD530 is GT2e . 960M is comparable to the AMD M370X on the MBP in terms of performance.
The XPS 15 gives you comparable performance out of a newer configuration. They can't do any better because the highest end Skylake chips are not out. The MBP 15 has historically always used only the highest end chips. In the case of Skylake, the ones with GT4e Iris Pro graphics.