Rx Publish() breaks IObservable of XDocuments

Question

I have the following Rx Query that produces a IObservable problem is it does not work with Publish() so as the number of subscribers increases so does the memmory load

// Works
Observable
    .Interval(TimeSpan.FromSeconds(1.0))
    .Select(_ => XDocument.Load("http://test.com/data.xml"));

// Broken
Observable
    .Interval(TimeSpan.FromSeconds(1.0))
    .Select(_ => XDocument.Load("http://test.com/data.xml")).Publish();

Is there a better way of createing such an Observable?