Operatingsystem
AllSoftware
8.1 and higherSolution
Sharepoint online is a part of the Office 365 module and can be included in a Office 365 Backup.
See the KB article: How do I backup Office 365 via the server (cloud2cloud) on how to set this up as a cloud2cloud backup.
If you also want to back up Personal Sites or OneDrive data from other accounts, you must ensure that the rights are correct: Granting Permission for SharePoint Global Admin