Most stable way to share files between 2 seperate internal systems where one is mac and one is windows?

If you have 1 internal drive for OSX (high sierra, already set up) and 1 internal drive for Windows (win10, yet to be set up), what is the most efficient/stable way to share files between the 2 systems? Transfer the files to an ExFAT formatted external drive and then onto the other internal drive? Os is there a format i can set the Win10 internal drive to that would allow direct sharing between the systems internally?