tramp-backup-directory-alist

tramp-backup-directory-alist is a variable defined in `tramp.el'.
Its value is

nil

Documentation:
Alist of filename patterns and backup directory names.
Each element looks like (REGEXP . DIRECTORY), with the same meaning like
in `backup-directory-alist'. If a Tramp file is backed up, and DIRECTORY
is a local file name, the backup directory is prepended with Tramp file
name prefix (method, user, host) of file.

(setq tramp-backup-directory-alist backup-directory-alist)

gives the same backup policy for Tramp files on their hosts like the
policy for local files.

You can customize this variable.