Better controller(Rumble triggers, much longer battery life, better triggers, better material quality & elite controller), better network(based on actual research too), more and better services(Play Anywhere, EA Access & Xbox Game Pass), backwards compatibility(with added support constantly), built-in 4K bluray(X1S & X1X) and better customer service(Honestly Sony customer service is a joke).
Not including the perks of X1X; more powerful(1.8 TF power advantage or an entire PS4 worth of power), no need for a boost mode as all games are tested by Microsoft to make sure they work with the power of X1X(It's a joke that Sony leaves it to their customers to risk it), system-level super sampling(not offered on PS4 Pro yet), system level texture filtering(every game on X1X from original Xbox emulation to a brand new game will have texture filtering automatically), system level 4K 60 game recording and streaming without affecting GPU or CPU, smaller and of course that 4K bluray.
As far as exclusives go, it's up to your preferences but Xbox One has a bunch of great exclusives including the usual Halo, Gears and Forza but also Sunset Overdrive, Crackdown, State of Decay, Sea of Thieves, Killer Instinct, Halo Wars and more.
A lot of those games and even services are available on PC but that's a good thing, Microsoft isn't adverse to their community playing on PC instead of Xbox; people play where they want.