Which My Cloud version do you have? First gen v4.x or second gen v2.x?
The second generation My Cloud units running v2.x firmware do not support being a backup target for another My Cloud when using the backup option in the My Cloud Dashboard.
One possible workaround is to use a CRON job or something similar at the firmware level to copy files using something like Rsync from one My Cloud to another. Do a forum search (magnifying glass icon upper right) for Rsync and or CRON and you should find a number of past discussions on backing up one My Cloud to another.