SQL Data Warehouse supports many loading methods, including SSIS, BCP, the SQLBulkCopy API, and Azure Data Factory (ADF). These methods all share a common pattern for data ingestion. By comparison, the PolyBase technology uses a different approach that provides better performance.
PolyBase is by far the fastest and most scalable SQL Data Warehouse loading method to date, so we recommend it as your default loading mechanism. PolyBase is a scalable, query processing framework compatible with Transact-SQL that can be used to combine and bridge data across relational database management systems, Azure Blob Storage, Azure Data Lake Store and Hadoop database platform ecosystems (APS only).
If you’re curious about Azure SQL Data Warehouse, this is a must-read.