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Using an Xbox controller? Pick up this $18 Microsoft adapter for low-latency wirelessLower latency than Bluetooth, less restrictive than a wired connection.
Lower latency than Bluetooth, less restrictive than a wired connection.

Get the Microsoft Xbox Wireless Adapter for $17.99
As well as giving you an easy and low-latency way to connect Xbox controllers, the same proprietary Xbox Wireless connection is also used for some Xbox headsets, joysticks and other peripherals. If your peripheral connects to the Xbox without needing to insert a USB wireless adapter, then it’ll also work on PC with this adapter - which is a handy way to extend the functionality of products that you may have already picked up for Xbox.
The official adapter is actually fairly hard to find in my experience - the Microsoft Store is often out of stock and the few first-party adapters on retailers like Amazon tend to be incredibly expensive for some reason. There are a fair few third-party equivalents at around the same price, but as I haven’t tested them I can’t speak to their quality. I have used the official model, both the larger ‘original’ model and its smaller successor, and they’ve always worked reliably for me.
The functional differences between the two models, old and new, are purely down to the form factor - the newer model is 66% the size of the old model, so it’s more convenient if you’re using it with a gaming laptop on the go, or on a case where your USB ports are closely clustered. Otherwise though, you should expect the same performance and feature set from both adapters.