Is there a file system that supports the "Execute" permission that is supported by Windows and Linux?

I'm setting up a flash drive that someone else has to use for both Windows 10 and Ubuntu 14.04. Both contain programs for each OS. However, I caot set the execute flag on Linux, so I caot run any programs from the flash drive on Linux. I'll check the option only for it to uncheck itself a second later. I realized that this is due to the file system of the flash drive, which is FAT32. FAT32 does not support the execute flag. NTFS only allows the execute flag if I do usermapping or permissions, but that is out of the question, as it would take too long and be too advanced for other users that would need to create additional flash drives. Is there another file system that I can use that would help?