Home defense caliber selection question

Sorry for the length.

I moved out to a farm to help the owner (retired) a year ago and before moving out to the farm I have only owned one handgun (bought a LCP about 10 years ago). My knowledge is limited when it comes to handguns and I was ignorant as I preferred rifles. After moving out to the farm I have moved away from rifles and shotguns and (after buying two 22lr) been using handguns more.

Wife and I want to have a gun in bedroom (locked in safe) but unsure what to pick. Not a big fan of the LCP and had plans to give to a friend so possibly not an option. Bought a Sar9 and Springfield xds 45 (still waiting on it) and wondering which would be the best for having in the room.

Biggest concern is over penetration and wondering would the xds 45 be a better option? I know both will have the risk of over penetration.

Not very knowledgeable about ballistics but would the 45 acp have less penetration than 9mm? When looking online (such as lucky gunner) i find different information and do not want to make the wrong choice.

What would be the best choice and why between the sar9 and xds?

Also had thoughts about possibly getting a different 380 and a sub compact 9mm eventually. If this happens, what would be better choice (of the three rounds) as I would prefer a subcompact in bedroom rather then a full size handgun?