Currently, VMs running on Azure Dedicated Host support the use of Standard and Premium Azure disks as data disks. With this preview, we are introducing support for Azure Ultra Disks on Azure Dedicated Host.
Azure Ultra disks are highly performant disks on Azure that offer high throughput (maximum of 4000 MBps per disk) and high IOPS (maximum of 160,00 IOPS per disk) depending on the disk size.
If you are running IaaS workloads that are data intensive and latency sensitive, such as Oracle DB, MySQL DB, other critical databases, and gaming applications, you will benefit from using Ultra disks as data disks on VMs hosted on Azure Dedicated Host.
Please see Azure Dedicated Host docs for more information.