Take a normal backup, that covers everything.
I think we can't help you with this until we've got an idea of what you're trying to achieve. Why are you taking this export? What's it going to be used for? The target can determine the desired format of the export which in turn leads us to the most appropriate way to do it in Jira.
The Xporter for JIRA plugin (https://marketplace.atlassian.com/plugins/com.xpandit.plugins.jiraxporter) is a great solution for you. You can export one or multiple issues in many formats (such as: DOCX, PDF, ODT, SVG or RFT), it supports a variety of attachments, and you can use sample templates or templates that you can create and define.
Try it now.
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