java.net.MalformedURLException: no protocol

I am getting Java exception like:

java.net.MalformedURLException: no protocol

My program is trying to parse an XML string by using:

Document dom;
DocumentBuilderFactory dbf = DocumentBuilderFactory.newInstance();
DocumentBuilder db = dbf.newDocumentBuilder();
dom = db.parse(xml);

The XML string contains:

String xml = "<?xml version=\"1.0\" encoding=\"utf-8\"?>"+
    "   <s:Envelope xmlns:s=\"http://schemas.xmlsoap.org/soap/envelope/\">"+
    "       <s:Header>"+
    "           <ActivityId CorrelationId=\"15424263-3c01-4709-bec3-740d1ab15a38\" xmlns=\"http://schemas.microsoft.com/2004/09/ServiceModel/Diagnostics\">50d69ff9-8cf3-4c20-afe5-63a9047348ad</ActivityId>"+
    "           <clalLog_CorrelationId xmlns=\"http://clalbit.co.il/clallog\">eb791540-ad6d-48a3-914d-d74f57d88179</clalLog_CorrelationId>"+
    "       </s:Header>"+
    "       <s:Body>"+
    "           <ValidatePwdAndIPResponse xmlns=\"http://tempuri.org/\">"+
    "           <ValidatePwdAndIPResult xmlns:a=\"http://schemas.datacontract.org/2004/07/ClalBit.ClalnetMediator.Contracts\" xmlns:i=\"http://www.w3.org/2001/XMLSchema-instance\">"+
    "           <a:ErrorMessage>Valid User</a:ErrorMessage>"+
    "           <a:FullErrorMessage i:nil=\"true\" />"+
    "           <a:IsSuccess>true</a:IsSuccess>"+
    "           <a:SecurityToken>999993_310661843</a:SecurityToken>"+
    "           </ValidatePwdAndIPResult>"+
    "           </ValidatePwdAndIPResponse>"+
    "       </s:Body>\n"+
    "   </s:Envelope>\n";

Any suggestions about what is causing this error?