I am sometimes asked to compare Azure SQL Database (SQL DB) to Azure SQL Data Warehouse (SQL DW). The most important thing to remember is SQL DB is for OLTP (i.e. applications with individual updates, inserts, and deletes) and SQL DW is not as it’s strictly for OLAP (i.e. data warehouses). So if your going to build a OLTP solution, you would choose SQL DB. However, both products can be used for building a data warehouse (OLAP). With that in mind, here is a list of the differences:
- SQL DB has a limit of a 1TB database size. If you have a database that will exceed that, you will have to use sharding (via Elastic Database Tools) or use cross-database queries (see Scaling Azure SQL Database) with row-level security (see Multi-tenant applications with elastic database tools and row-level security). SQL DW has no database size limit, making it easier to use for larger databases
- SQL DW is a MPP solution and queries can be many times faster than SQL DB, a SMP solution. See What is Azure SQL Data Warehouse?
- You can pause SQL DW to save costs. SQL DB does not have the ability to pause it
- SQL DW has a slider bar to increase or decrease performance (twelve options). SQL DB has a set number of service tiers (eleven) to choose, and those options also include features (i.e. max database size, max concurrent workers, etc). So both are easy to scale and don’t require and down time, but SQL DW is a bit easier to scale and a bit more flexible and also allows you to scale compute independently from storage
- SQL DB can support up to 2,400 concurrent queries and 32k active connections, where SQL DW can only support up to 32 concurrent queries and 1,024 active connections. So SQL DB is a much better solution if you are using something like a dashboard with thousands of users
- SQL DB supports active geo-replication. SQL DW does not, only geo-restore
- SQL DB support in-memory OLTP. SQL DW does not
- SQL DB supports cross-database queries. SQL DW does not
- SQL DW supports Polybase. SQL DB does not
- SQL DB supports always encrypted, SQL DW does not
- Migrating schema from an on-prem SMP solution to SQL DW has some challenges (foreign keys, primary keys). See Migrate your schema to SQL Data Warehouse
I have other blogs that cover SQL DB and SQL DW.