Probably not a good idea. ZFS doesn't like drives that can suddenly disappear on it (such as USB) and the bridge chips in external drives often will mask SMART attributes and other things that ZFS is looking for.
If the drive goes to sleep to save power, for example, ZFS might decide to do a little health-check, see that the device didn't respond in time, promptly mark the device as missing and offline the entire pool.
I'd really advise against this, and say that the better option is more redundancy in your pool, and offsite backups via rsync to another server or copying to cloud hosting (I'm reading over Google's Nearline Cloud storage and liking it a LOT right now)