What is GPX?
The GPS exchange format: tracks, routes and waypoints, as XML. It's what watches, bike computers and handheld units produce, and what hiking and cycling apps import. Fixed fields, no room for extras, works everywhere.
What is KML?
Google Earth's format, and the reason it looks good - unlike GPX or GeoJSON it carries styling, so lines have colours and placemarks have icons. Still XML underneath, and still the thing to convert to when someone wants to see a route draped over terrain.