In Azure SQL Data Warehouse, statistics have to be created manually. On previous SQL Server projects, creating and maintaining statistics wasn’t something that we had to incorporate into our design (and really think about!) however with SQL DW we need to make sure we think about how to include it in our process in order to make sure we take advantage of the benefits of working with Azure DW.
The major selling point of Azure SQL Data Warehouse is that it is capable of processing huge volumes of data, one of the specific performance optimisations that has been made is the distributed query optimiser. Using the information obtained from the statistics (information on data size and distribution), the service is able to optimize queries by assessing the cost of specific distributed query operations. Therefore, since the query optimiser is cost-based, SQL DW will always choose the plan with the lowest cost.
Azure SQL Data Warehouse is a bit of a strange animal, with differences in statistics being one of the smaller changes versus “classic” SQL Server.