How exactly are you quantifying “XNA seems to be running slower than DirectX”? What are you comparing your game to? Whatever the case is, it’s not that useful in my opinion. Generally you’re going to be using C++ with the DirectX API, and C# with the XNA (which is just a wrapper around Direct3D 9). You’re really comparing unmanaged and managed applications, and there will always be some level of overhead with a managed application.
Don’t get caught in the trap of “Im not doing it like the makers of Crysis, therefore what I’m learning is useless”. You’re a beginner and a one man team; any experience you gain, any tools and languages you learn is an asset for the future, especially if you’re making software development as a career. And even with the expected overhead of a managed application, C# is good enough for professional quality real time 3D graphics applications (games and anything else). And that is certainly true for simpler 2D games. Go on steam, there are quite a few good games (largely indie) that stick with C# and XNA (or one of the wrappers for Direct3D out there).
Learning Direct3D9 would be a step back by the way, it’s an old API at this point. Most of the world is moving to or has moved to Direct3D11, which has a cleaner structure to it and is generally more performant due its design (less state switching, immutability, etc). You’re interested in learning low-level stuff and what's being used right now…well that’s it! Learning 9 first will do you a disservice when you try to learn something more modern. And, if you used XNA 4.0, they took some inspiration from Direct3D10 which has a similar organization and layout to the Direct3D11 API.
So my suggestion is stick with C# and learn about SharpDX (www.sharpdx.org), which is a managed wrapper around Direct3D [Avoid "Managed Direct3D" as it's an old and outdated library at this point, XNA replaced it!]. Unlike XNA, SharpDX is more or less a 1-to-1 mapping to the actual API. It’s fast, well maintained, and also has a Toolkit which is similar to that DirectXTK Sparkton linked you to (which means it is XNA-inspired). That sounds like it’s the next step in what you’ve already been doing.
A good and useful book on Direct3D11 is this one: Practical Rendering and Computation with Direct3D11
I can’t tell you much about MonoGame (all software has bugs) but there are some released games for that API. For Windows platforms they do use SharpDX, for other platforms they use OpenGL. It would be useful (if you don’t want to do the Unity route) if you want to deliver your app to other platforms. But it sounds more like you want to learn tech, so don’t over extend yourself. Stick to one path, learn it well, and then tackle the next thing.