Hello Handian , Welcome to MS Q&A
Azure Site Recovery (ASR) allows you to replicate and recover virtual machines (VMs) between any two Azure regions globally. This means you can perform global disaster recovery, replicating VMs across different continents if needed. However, if you have concerns about data sovereignty, you can choose to limit replication within specific geographic clusters.
For more detailed information, you can refer to the Support matrix for Azure VM disaster recovery between Azure regions and Enable global disaster recovery using Azure Site Recovery.
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Deepanshu