It is always crutial to do not degradate the performance in CRM and frustrate users by slowly loading pages. Data Export Service is add-on service as Dynamics 365 (online) solution which replicates data to Azure SQL Database and this is fairly good solution however not perfect.
In case you need to work in nearly real-time and there are a lot of plugins running against CRM online instance you need to consider another scenario described in this post.
Below is the solution design diagram where you can find Azure components:
Obviously Dynamics CRM is the ultimate source system which shares some data across over Data Export Service and signals over Service Endpoint to Azure Service Bus. The logic app picks the message up and proceed which is resulted in Dynamics CRM.