APFS with external hard drives (non SSD)
For HDD, if you are not going to install macOS, then use a Mac OS Extended (Journaled) or  Mac OS Extended (Journaled, Encrypted) format. When using a hard drive just to store files, APFS or APFS (Encrypted) could also be used. The main advantage to APFS is more APFS volumes can be easily added or removed.
In your case, open the Disk Utility. Press the ⌘+2 key combination. Highlight the external drive. Select the Erase button and choose the format and scheme given below. Note: High Sierra (macOS 10.13.6) was using in this example.

The Disk Utility will create a small hidden FAT32 formatted EFI partition followed by a JHFS+ formatted partition. In order to allow encryption, the JHFS+ formatted partition will be converted to a Core Storage partition and a small hidden JHFS+ formatted partition will be added.
The output from the command diskutil list external after erasing a 16 GB flash drive is shown below.
/dev/disk1 (external, physical):
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:      GUID_partition_scheme                        *15.5 GB    disk1
   1:                        EFI EFI                     209.7 MB   disk1s1
   2:          Apple_CoreStorage Untitled                15.2 GB    disk1s2
   3:                 Apple_Boot Boot OS X               134.2 MB   disk1s3

/dev/disk2 (external, virtual):
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:                  Apple_HFS MyExternalVolume       +14.8 GB    disk2
                                 Logical Volume on disk1s2
                                 C9787C76-7FAA-4E41-AFEC-4F3D8F2AC9CE
                                 Unlocked Encrypted