Desculpe, Mauro!
Troque xts2 por xts3:
merge.xts(xts1, xts2, join="inner")
# Data:
# numeric(0)
#
# Index:
# integer(0)
merge.xts(xts1, xts3, join="inner")
# Open High Low Close Open.1 High.1 Low.1 Close.1
# 2007-01-04 50.42096 50.42096 50.26414 50.33236 50.42096 50.42096 50.26414 50.33236
# 2007-01-05 50.37347 50.37347 50.22103 50.33459 50.37347 50.37347 50.22103 50.33459
# 2007-01-06 50.24433 50.24433 50.11121 50.18112 50.24433 50.24433 50.11121 50.18112