If you have the option, you should definitely encrypt your backups to protect them from unauthorized access.
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The Android app Neo Backup supports encryption out of the box. However, you can also create encrypted zip archives manually or encrypt entire USB sticks. Under Linux, MacOS and some versions of Windows, this can be done very easily via a graphical interface. You can also use encryption software for your sticks, such as VeraCrypt, which works on most operating systems. If you want to delve deeper into the matter and are not afraid of the command line, you can take a look at professional software such as Restic (Linux) or duplicity (Linux). You will then need to connect your device to a computer.