GlobalValueSet can be used in the package.xml file to retrieve the Picklist Value Set/Global Picklists in Salesforce. Check the following package.xml for reference.

package.xml:

<?xml version="1.0" encoding="UTF-8"?>
<Package xmlns="http://soap.sforce.com/2006/04/metadata">
    <types>
        <members>*</members>
        <name>GlobalValueSet</name>
    </types>
    <version>38.0</version>
</Package>