My personal favorites are the VTK XML formats which support LZMA, zLIB, and LZ4 compression. Those can be read by VTK, ParaView, VisIt, and several of them can be read by Ensight. I have been frequently steered towards the exodus format when discussing the XDMF issues with others. Some of the ParaView examples, can and disk_out_ref, use exodus which might give you an idea of it’s power, it appears to support gzip (zlib?).