SGML, HTML, and XML, are all related more than just ending with the letter "L." SGML (Standard Generalized Markup Language) is the granddaddy of all the other standards and the others are all subsets. HTML (Hyper Text Markup Language) is the basic lingua franca of the Web and describes positioning and formatting for elements on a web page. XML (eXtensible Markup Language) is a standard data format for structured documents and is used as a manner to transfer data. XHTML is the union of HTML and XML as HTML was a little too loose and XHTML tightens up the formatting so that you can parse web pages with standard XML parsers. You can learn more about the differences and uses by visiting the World Wide Web Consortium.
This was first published in May 2002