WordPress has a backup capability. This makes it possible to save the database to an XML file in case the database server fails.
The export and import are located in the Tools. The backup will be automatically downloaded as a dated file so its possible to have multiple backups without worry. The file is not compressed but with modern EB storage systems this is not critical. The XML files will be in your default download folder.
WordPress is a content management system and the backup contains all the pages, posts, categories and tags. The backup is 100% of the site, it can be restored to a new server and the site will be restored completely.
Restoring a database will cause WordPress to download a plug-in which will then upload the content to the database servers.
When we were forced to change database servers, the backup and restore worked perfectly and we were able to return the site to full operation in less than 10 minutes. Larger databases may take longer if the server load is high.
Azure offers locally redundant fault tolerant servers so its quite reliable. Still the unthinkable can happen. Backup NOW!!