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I would like to use my USB stick to transfer files to a Windows machine. Apple documentation says to use FAT or exFAT. However, the Disk Utility only offers APFS variants. (See screenshot.) How do I format a USB stick for Windows?

(Macbook Pro Big Sur 11.6.1)

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You're trying to format the volume, not the entire drive.
This isn't obvious, as Apple chooses to present the user with only a volume view by default.

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View menu > Show all Devices or Cmd ⌘ 2 will switch to device view, from where it all becomes more apparent.
You then choose the device itself, rather than any of the volumes/partitions on it & all the format options will be open to you.

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Make sure to also select Scheme: MBR for best compatibility with other devices/OSes.

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In the Disk utility window, push cmd + 2 key and select the physical USB key, then erase and you will be able to select all options.

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