My understanding is that a Wick rotation is a change of coordinates from $(t,x) \rightarrow (\tau , x)$ where $\tau = i t$. In the $(t,x)$ coordinate system, the Minkowski metric has components $ \eta_{\mu \nu} = \mathrm{diag}(1,-1,-1,-1)$. Using the formula for the transformation of the components under a coordinate change:
$$ \eta_{\alpha \beta} = \frac{\partial x^\mu}{\partial x'^\alpha}\frac{\partial x^\nu}{\partial x'^\beta}\eta_{\mu \nu} $$
we find in the $(\tau,x)$ coordinate system, the metric has components $\eta_{\alpha \beta} = \mathrm{diag}(-1,-1,-1,-1)$.
In QFT for the gifted amateur by Lancaster and Blundell equation 25.4, it is stated that under a Wick rotation, the magnitude of a vector is given by
$$ x^2 = - x_E^2 $$
where $x$ is the Minkowski vector and $x_E$ is the corresponding Euclidean vector. Now I am confused by this statement, because the objects $x$ and $x_E$ are coordinate representations of a vector, say $X$, which is a geometric object independent of the coordinate system we choose, so we should expect
$$ |X|^2 = \eta_{\mu \nu} x^\mu x^\nu = \eta_{\alpha \beta} x^\alpha_E x^\beta_E$$
in other words, the magnitude of the vector $X$ should not depend on which coordinate system we use. So under a simple Wick rotation, how could the magnitude of a vector change?
I was thinking, maybe a Wick rotation is an active rotation into the complex plane but the book states that the metric tranforms too so we can use the Euclidean metric. If we transform both the vector and the metric then that suggests a change of coordinates, but if only the vector changes then it suggests some sort of active transformation.
My Question
Is a Wick rotation simply a change of coordinates or is it an active rotation of the vector into the complex plane?