I assue you mean AES/EBU cable which uses the same connector as XLR but isn’t the same thing.
I use AES/EBU for my digital connection. My Grimm MU1 does not support USB out and I like the AES/EBU positive connection.
My thought is that you should use the one that your streamer is designed around. My Chord DAVE thrives on BNC. MU1 is designed around AES/EBU.
My experience is that I have never had good sound from optical and coax is generally my least favorite. However, my Audiolab CD Transport is designed around the coax SPDIF and sounds great.
So I would look at vendor literature or contact the vendor to see if there is one cable format that they prefer. Often it just happens to be the one they used as they designed and tuned it.
Jerry
PS you are getting some wrong answers from people in this thread who are talking analog cables, not digital.