The ionization and fragmentation of clusters containing 1100, 2200, 2800 or 3300 helium atoms, on average, and between one and four Xe atoms are studied by electron impact mass spectrometry. The results are quite different from those of earlier studies of helium clusters containing Ne and Ar atoms. The observation of the Xe⁺ fragment is much more probable for ionization of clusters containing a single Xe atom than is the observation of Ne⁺ or Ar⁺ for clusters that contain a single Ne or Ar atom. Also, clusters that contain two Xe atoms are much less likely to yield Xe₂⁺ compared to the analogous process for clusters containing two Ne or Ar atoms. These differences are attributed to the fact that the charge transfer from He⁺ to Xe can lead to electronically excited Xe⁺ ions. Charge transfer from He⁺ to Xe is not substantially more probable than from He⁺ to Ne or Ar. The changes of the charge transfer probability and the fragmentation patterns with cluster size are discussed.