Direct monitoring
The audio interface feeds its input straight to the headphones before the signal ever reaches the computer, and the latency goes with it.
Sing into headphones that return your voice ten milliseconds late and you start dragging behind yourself. The fix is to let the audio interface mix the input in, either analogue or in its own DSP, ahead of the AD converter and the buffer, so the round-trip latency through the computer never reaches the ear. Budget interfaces offer a single knob between "input" and "playback"; pricier ones ship entire mixer apps such as RME's TotalMix.
The catch is that you hear the dry signal: no plugins, no tuning, no DAW reverb, unless the interface has effects of its own. The classic mistake is leaving direct and software monitoring both on. You then hear yourself twice, a few milliseconds apart, which produces a phasey comb filter sound that usually gets reported as "something weird in my headphones".