On my Windows 10 Pro box, in the Advanced Settings of the Windows Firewall, there is an outgoing rule called "Connected User Experiences and Telemetry", defined as "Unified Outgoing Telemetry Client" that is set to Allow outgoing traffic by default on no specific port. It belongs to the DiagTrack Group.
I don't leave mine connected to the net any more than necessary, so whether setting it to Block will do any good at blocking said service I can't say, but I've set mine to block on Public, Private, and Domain Profiles and it hasn't caused problems for me yet. I did let it update today and it didn't prevent it from doing so.
I'm not so much concerned about MS "spying" on me as I am not having absolute control of my machine in regard to what is and is not installed on it, like Creators Update, or what traffic is and is not allowed to and from it.
I don't have a problem with my FreeBSD boxen sending back machine stats and what ports I have installed, but that's a choice left to me by decision to install bsdstats or not.http://bsdstats.org/