In theory it is possible to allow line breaks after A-Z, a-z, 0-9 in \url in addition to other possible break points, but with a higher penalty (which means LaTeX will prefer other hyphenation points).
I have my doubts that this will have an effect that is significantly different from just loading xurl, which allows breaks everywhere with the same penalty, though. If a URL takes up a significant portion of the line, chances are there is little space left to shrink and enlarge, which means that TeX has little leeway in deciding where exactly to break the line: Either the URL can be broken pretty much where it meets the margin or not.
Anyway, here is how biblatex does it
\documentclass{article}
\usepackage{url}
\usepackage{lipsum}
\mathchardef\UrlNotSoGreatBreakPenalty=800
\usepackage{etoolbox}
\begingroup
\def\do#1{%
\gappto\UrlSpecials{%
\do#1{%
\mathchar`#1
\penalty\UrlNotSoGreatBreakPenalty}}}
\do\A\do\B\do\C\do\D\do\E\do\F\do\G\do\H\do\I\do\J
\do\K\do\L\do\M\do\N\do\O\do\P\do\Q\do\R\do\S\do\T
\do\U\do\V\do\W\do\X\do\Y\do\Z
\do\a\do\b\do\c\do\d\do\e\do\f\do\g\do\h\do\i\do\j
\do\k\do\l\do\m\do\n\do\o\do\p\do\q\do\r\do\s\do\t
\do\u\do\v\do\w\do\x\do\y\do\z
\do\1\do\2\do\3\do\4\do\5\do\6\do\7\do\8\do\9\do\0
\endgroup
\begin{document}
\lipsum[1]
Text \url{https://www.weibull.com/pubs/2011_RAMS_planning_a_reliability_growth_program_utilizing_historical_data.pdf}.
\lipsum[2]
\end{document}

This assigns a penalty of 800 to not so great breaks after A-Z, a-z, 0-9. Breaks after punctuation has penalty 700, big breaks after : a penalty of 500.
You could allow some stretchable space as suggested in Ulrike Fischer's answer to 'Uneven' breaks in long URLs (\url) (which has already been shamelessly stolen by biblatex: https://github.com/plk/biblatex/issues/850, https://github.com/plk/biblatex/pull/886). This may make it possible to allow your URLs to break in nicer places at the cost of some more whitespace between characters.
\documentclass{article}
\usepackage{url}
\usepackage{lipsum}
\mathchardef\UrlNotSoGreatBreakPenalty=800
\newmuskip\urlalnumskip
\setlength{\urlalnumskip}{0mu plus 2mu}
\usepackage{etoolbox}
\begingroup
\def\do#1{%
\gappto\UrlSpecials{%
\do#1{%
\mathchar`#1
\mskip\urlalnumskip
\penalty\UrlNotSoGreatBreakPenalty}}}
\do\A\do\B\do\C\do\D\do\E\do\F\do\G\do\H\do\I\do\J
\do\K\do\L\do\M\do\N\do\O\do\P\do\Q\do\R\do\S\do\T
\do\U\do\V\do\W\do\X\do\Y\do\Z
\do\a\do\b\do\c\do\d\do\e\do\f\do\g\do\h\do\i\do\j
\do\k\do\l\do\m\do\n\do\o\do\p\do\q\do\r\do\s\do\t
\do\u\do\v\do\w\do\x\do\y\do\z
\do\1\do\2\do\3\do\4\do\5\do\6\do\7\do\8\do\9\do\0
\endgroup
\begin{document}
\lipsum[1]
Text \url{https://www.weibull.com/pubs/2011_RAMS_planning_a_reliability_growth_program_utilizing_historical_data.pdf}.
\lipsum[2]
\end{document}

Note how the characters in the first line are spaced out quite a bit to make the nicer break possible.
If you play around with the penalty and the stretchable space you will find that the penalty only has a real effect if the stretchable space can give it enough leeway.
xurlis set up to line-break a URL string at all characters, including_(underscore) characters. Are you maybe asking how to line-break the URL only at underscore characters? – Mico Jun 10 '20 at 20:53\urlto typeset the URL in question? As Mico says,xurlallows line breaks in\urlafter all characters, so in particular after_. If that's not what you are seeing, something is up. (All of this URL line breaking relies on TeX knowing it is a URL. So the\url{...}macro is essential.) Note that even with the standard settings ofurl, a line break is allowed after_, so for this URL you may not even needxurl,urlmight be enough. – moewe Jun 11 '20 at 03:02_? – leandriis Jun 11 '20 at 11:39https://prefix) are underscores. As @moewe and I have been wont to point out to you, the whole point of thexurlpackage is to let line breaks occur anywhere in the argument of\url. – Mico Jun 11 '20 at 11:42xurlpackage is designed for. You should say so up front. – Mico Jun 11 '20 at 12:12