Actually, that is not entirely true.
2D DXF file with lines and arcs are a universal format although some CAM software may be able to use splines for curves instead of arcs.
For 3D CAD, DWG and DXF are poor. AutoCAD formats use ACIS solids which may have significantly more problems than STP or Parasolid.
Generally speaking STP has fewer errors when going into other applications.
Its possible that DXF will work OK with ACIS solids, but if it does not, you could try STP, its a fairly universal format.
STL files are universal 3D formats focusing on surface geometry and shapes but not on colors, textures, or other model attributes, which is good for rapid prototyping, 3D printing, and some CAM software.
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