I agree with Wolfgangs attempt to solve the issue.
While a ClientCopy of course might work and copy your client (excluding the activities of course) 1:1 to another client, this might be sufficient if you do this only once. if you want to do this on a regular base, this might soon reach its limits since you might have then 10 or more clients containing kind of the same content just for backup reasons,
I think a combination of both, transport case as wolfgang advises, and a "playground" client as luu stats might be a good solution. You do the transport using the unload utility, and if you need a specified object, you load the transport case of the time you need the object from, to the playground client, and then move the object from there.
Alternatively you can also check version management which also keeps up the latest versions of the objects for backup reasons. Maybe this is also already sufficient for you.