Transferring files from mac to PC: Should I use ExFAT or NTFS?

My macbook pro is on it's deathbed and it will soon go to that big Apple Store in the sky. My new Dell desktop arrives early next week.

This weekend, I am planning to copy some files that need to transfer to an external hard drive. I just don't know which format to use. I know mac can read, but not write to NTFS. So, I can either format the external hard drive in ExFAT, which both windows 10 and the mac can read/write, or I can format the external drive in NTFS and use NTFS for Mac to allow the mac to write to that drive.

Is one method better/safer than the other?

A 3rd method could be: make a network connection to Pc and Mac and transfer the files to the NTFS drive via the network.