Just like on regular Windows 10, the Xbox One collects telemetry data too.
Most telemetry is collected when you activate "Extended usage data", for example when subscribed to the Insider program.
Deactive telemetry in Dev Mode
The following commands should disable most telemetry service. Unfortunately it needs to be executed on every bootup.
sc stop xbblackbox sc stop etwuploaderservice sc stop xbdiagservice sc stop diagtrack
The following urls are known telemetry endpoints, blocking them on a DNS level (Such as with PiHole) is sufficient to prevent most telemetry.
https://v10.events.data.microsoft.com/OneCollector/1.0/ - running processes, services and imported libraries, device info, UI frame Dumps, Controller Status, WinRT Calls, Telemetry Metric and Health Check, GPU Failures.
https://v20.events.data.microsoft.com/OneCollector/1.0/ - "TailoredExperiences Feedback"
https://watson.telemetry.microsoft.com/Telemetry.Request - Unknown returns HTTP 408.