You see a list of consumers available in the setup_consumers table, as follows:
mysql> SELECT * FROM performance_schema.setup_consumers;+----------------------------------+---------+| NAME | ENABLED |+----------------------------------+---------+| events_stages_current | NO || events_stages_history | NO || events_stages_history_long | NO || events_statements_current | YES || events_statements_history | YES || events_statements_history_long | NO || events_transactions_current | YES || events_transactions_history | YES || events_transactions_history_long | NO || events_waits_current | NO || events_waits_history | NO || events_waits_history_long | NO || global_instrumentation | YES || thread_instrumentation ...