Haven't tested Xbox One, but you can't copy replays or videos to USB on PS4. Only way to do it within the game is to upload to YouTube via the game (720p max, low bit rate). However, the best way to do it is to use the share button or a capture card, and play your replay from the clip management section, or from a full screen preview within a project. Press R3/RS to turn the HUD off, capture the clip, and you're done. Someone should check if you can copy replays and exports from Xbox One, I don't have it.