At least for Xbox controllers and headsets (and logitech lightspeed mouses too) they don't use bluetooth, they use a proprietary protocol, you can connect them using bluetooth but if you really want low latency you will need a proprietary dongle.

I suppose sony do something similar, and as far as I know they all use the 2.4GHz band.

Good thing both Xbox and Playstation controllers have a 3.5mm jack and I don't need to buy their overpriced shitty headsets to play without significant audio latency.