This feature is already available for Google Calendar and it is now available for Gmail also. This feature was announced by Google yesterday and it will be soon be possible to download a copy of the email in its entirety or by selecting the data.
The export will be to MBOX format, which will be able to transfer a backup to another mailbox. Copying is done via Google Takeout (under "download data" in the Google account) through which you can retrieve the data from several other services such as YouTube, Drive, Google+ or Hangouts.
It is also possible to create a single archive with all services. Google says that this backup option will be introduced from the next month to Gmail, but what is immediately available to the Calendar service.
