Another solution is to add a custom params field to your menu item.
[menu]
[[menu.main]]
name = 'Hugo'
url = 'https://gohugo.io/'
weight = 10
[menu.main.params]
external = true
Then in your template do something like this:
{{ range .Site.Menus.main }}
<li>
<a class="{{ if eq $currentPage.RelPermalink .URL }}is-active{{end}}" href="{{.URL}}" {{ if eq .Params.external true }}target="_blank" rel="noopener noreferrer"{{ end }}>
{{ .Name }}
</a>
</li>
{{ end }}