Hi nilsk,
CodeXL does not currently have such a feature - though it does supply a "Draw Step" command to allow stepping to each draw command in order and thus viewing each command's changes (it is the third button in the CodeXL execution toolbar, after "Go" and "Frame Step").
Such a feature will probably need to be an opt-in selection, as doing this dump constantly will probably gravely lower rendering performance.
Your feature request has been added to our "user wish list" and will be considered for future CodeXL versions.
Thanks for sharing your idea / request,