A model for heliospheric solar wind charge exchange (SWCX) X-ray emission is applied to a series of XMM-Newton observations of the interplanetary focusing cone of interstellar helium. The X-ray data are from three coupled observations of the South Ecliptic Pole (SEP; to observe the cone) and the Hubble Deep Field-North (HDF-N, to monitor global variations of the SWCX emission due to variations in the solar wind (SW)) from the period 2003 November 24 to December 15. There is good qualitative agreement between the model predictions and the data, after the SEP data are corrected using the HDF-N data, with the maximum SWCX flux observed at an ecliptic longitude of ∼72 • , consistent with the central longitude of the He cone. We observe a total excess of 2.1 ± 1.3 line unit (LU) in the O vii line and 2.0 ± 0.9 LU in the O viii line. However, the SWCX emission model, which was adjusted for SW conditions appropriate for late 2003, predicts an excess from the He cone of only 0.5 LU and 0.2 LU, respectively, in the O vii and O viii lines. We discuss the model to data comparison and provide possible explanations for the discrepancies. We also qualitatively reexamine our SWCX model predictions in the 1 4 keV band with data from the ROSAT All-Sky Survey toward the North Ecliptic Pole and SEP, when the He cone was probably first detected in soft X-rays.