Given the need for efficient high-performance computing, computer architectures combining CPUs, GPUs, and FPGAs are nowadays prevalent. However, each of these components suffers from electrical-level security risks. Moving to heterogeneous systems, with the potential of multitenancy, it is essential to understand and investigate how the security vulnerabilities of individual components may affect the system as a whole. In this work, we provide a survey on the electrical-level attacks on CPUs, FPGAs, and GPUs. Additionally, we discuss whether these attacks can extend to heterogeneous systems and highlight open research directions for ensuring the security of heterogeneous computing systems in the future.