[XeTeX] Em-dash

[José Carlos Santos]

Hi all (yes, it's me again!):

If I compile this file:

\documentclass{article}
\pagestyle{empty}
\usepackage{fontspec}
\usepackage{xunicode}
\usepackage{xltxtra}
\begin{document}
---
\end{document}

with XeLaTeX, then I get a PDF file which contains a single character, 
namely an em-dash. But if I add, say, \setmainfont{Arial} before 
\begin{document}, then what I get is ---. Why? Do I have to use 
\textemdash instead?

Best regards,

Jose Carlos Santos