I have found that hard exercise, requiring mental fortitude to push through is what really helps. Sprints, power lifting, and distance running wear you down physically and mentally. IMO, continually pushing past the mental 'this is hard I want to stop' phase translates to increased concentration and acuity in other types of mental tasks.
It's just far more interesting and satisfying. Telling someone to walk on a treadmill to help their focus is like telling them to watch paint dry. But team sports are dynamic, which I feel suits people such as myself, who have a hard time staying focused on one thing.
What does is playing a sport. Playing pick up soccer gives me a far better workout than lifting heavy objects and grinding on a treadmill, even at high intensity levels.
It's easy to say do these exercises, but to people who have minds that jump around a lot, mundane, boring exercises are not enticing.