Technically that would mean that one copy of the file is no longer updated when the other is.
You should consider using ln bkp.tar.gz bkp2.tar.gz instead.
Btrfs:
sudo btrfs -m raid1 -d raid1 /dev/sda1 /dev/sdb1
ZFS:
zpool create mypool mirror /dev/sda /dev/sdb
This isn't even meme, this is exactly how it is. I run this script once a day on my Raspberry Pi NAS:
rsync -va /media/pi5tb/ /media/pi5tb_backup/