Simon Whiteley explains the different distribution key options available in Azure SQL Data Warehouse and SQL Server APS:
Each record that is inserted goes onto the next available distribution. This guarantees that you will have a smooth, even distribution of data, but it means you have no way of telling which data is on which distribution. This isn’t always a problem!
If I wanted to perform a count of records, grouped by a particular field, I can perform this on a round-robin table. Each distribution will run the query in parallel and return it’s grouped results. The results can be simply added together as a second part of the query, and adding together 60 smaller datasets shouldn’t be a large overhead. For this kind of single-table aggregation, round-robin distribution is perfectly adequate!
However, the issues arise when we have multiple tables in our query. In order to join two tables. Let’s take a very simple join between a fact table and a dimension. I’ve shown 6 distributions for simplicity, but this would be happening across all 60.
Figuring out which distribution key to use can make a huge difference in performance.