Huh? Your choices are filesystem: NTFS or FAT32 (or exFAT in some OSes, I guess), and then either Quick, or Full format. "Full" format, writes to every sector and erases stuff. "Quick" format, just lays out new filesystem structure, without wiping.
If you had prior personal data stored on it, but want to re-use or sell it to someone else, then run vconsole.com 's USB flash drive tester program on it, and it will wipe the entire drive, except for the hidden spare area.