XP Mode was a Windows 7 "one-time bonus", and there has been no replacement for it provided by MS since Windows 8. From Install and use Windows XP Mode in Windows 7 (highlight mine):
Using Windows XP Mode, you can run programs that were designed for Windows XP on computers running Windows 7 Professional, Enterprise, or Ultimate editions. Windows XP Mode isn't supported on Windows 8.
About Windows 10 in particular, from the semi-official Frequently Asked Questions: Windows 10:
Which features will be removed when I upgrade from a previous version of Windows?
- [...] Windows Virtual PC with Windows XP Mode
It's still possible to run XP virtual machines under Windows 10, but they would need their own license and activation, just as if you had XP on a separate physical machine.