ProfiCAD, from which .sxe drawings originates, also support direct export to standard DXF format. This seems to be most convenient and most likely also only choice to translate CAD data to some universal exchange format.
Convert ProfiCAD document to AutoCAD DXF Drawing Exchange Format.
We found one software available in the database for this conversion.
Microsoft Windows software - convert sxe to dxf on Windows
An electrical CAD software
Convert from sxe file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.