I have been looking for a way to synchronize Salesforce data to SQL Server and I find Informatica to be the thing I have been looking for. It installs on your Salesforce instance (native Salesforce App) and an connect to SQL Server to import/export data. It requires Secure Agent to be installed on your computer (available for Windows and Linux). The Secure Agent is easy to install. It allows you to integrate on premise applications, cloud applications and local files.
I am not sure as of now, if SQL Server have any feature which could directly connect to Salesforce and could synchronize Salesforce data in SQL Server database. It would be a must ask question for me in coming SQL Server Event in Gurgaon.