For info the following works:
Protected Overrides Sub OnInitialized(ByVal e As EventArgs)
MyBase.OnInitialized(e)
Dim dpSourceDescriptor As DependencyPropertyDescriptor = DependencyPropertyDescriptor.FromProperty(Xceed.Wpf.Controls.DatePicker.SelectedDateProperty, GetType(Xceed.Wpf.Controls.DatePicker))
dpSourceDescriptor.AddValueChanged(Me.xcd_Date, New EventHandler(AddressOf OnSelectedDateChanged))
End Sub
Protected Sub OnSelectedDateChanged(ByVal sender As Object, ByVal args As EventArgs)
TextBox1.Text = xcd_Date.SelectedDate
MsgBox("Changed")
End Sub