As for NTFS and exFAT, their compatibility is quite different.
Compatibility: Works with all versions of Windows, but read-only with Mac by default, and may be read-only by default with some Linux distributions. Other devices — with the exception of Microsoft’s Xbox One — probably won’t support NTFS.
Compatibility: Works with all versions of Windows and modern versions of Mac OS X, but requires additional software on Linux. More devices support exFAT than support NTFS.
According to the comparison, exFAT seems to be more compatible than NTFS. In different situations, you can convert NTFS to exFAT or convert NTFS to exFAT via Disk Management, Windows File Explorer or DiskPart command line.