Ubuntu 19.04 Radeon Linux Gaming Performance: Popular Desktops Benchmarked, Wayland vs. X.Org
When running the old Portal game by Valve that is rendered on Linux using OpenGL, there was a measurable difference in some cases while in all configurations it was in the hundreds of frames per second. For what it's worth, MATE led to the slowest performance while Xfce / KDE Plasma / Budgie were coming in below GNOME Shell and Openbox/LXQt.
Rise of the Tomb Raider, which runs natively on Linux and is rendered using Vulkan, there was little in the way of a performance difference.
The Tesseract performance was like Portal with running in the hundreds of frames per second even at 4K and for this CPU bound scenario, using MATE or Xfce led to lower performance than the other tested desktops but not that it matters too much for the actual gaming performance given the frame-rates achieved.