They're pretty big. I've got an Yzerman Nike XL (why I ever bought an XL, I don't know) and it's definitely even bigger than an XL. Not outrageously bigger, but I gave the jersey to my XL-wearing father and it's large on him, too.
I mean, look at how big it is on Stevie. The shoulder stitching is where a t-shirt sleeve would end, haha.