Here is a look at the xG stats from Chelsea vs Zenit in the Champions League on 14 September, 2021. Not much to choose between the two sides on the expected goals metric, but one key chance (falling to Dzyuba) was a massive reason for Zenit shading the xG battle, despite Chelsea having more possession and shots.
xG Chelsea 0.75-0.90 Zenit St Petersburg shots map (Actual score CFC 1-0 Zenit)
1-0 Lukaku goal xG 0.07
Dzyuba 80th minute chance xG 0.69
Chelsea v Zenit match stats for comparison