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Good Question.
XML is a markup language generally used to transfer data. You can use it to transfer data to a database from a webpage, or vice-versa. An alternative to XML is JSON.
HTML is a mark up language used to make websites. It is essential knowledge for any web developer. HTML's design is based on XML, so they are easy to confuse.
XHTML is a variant of HTML. It uses a more strict syntax and is less forgiving of mistakes.