Extended Events is an extended event handling system for SQL Server. It has a highly scalable and highly configurable architecture that allows administrators to collect as much or as little information as is necessary to troubleshoot or identify a problem. It is important to note that it is not currently a replacement for the existing diagnostic features of SQL Server, though it has many parallel functionalities to SQL Trace.
One of the key features of Extended Events is its ability to collect data that can be output to an Event Tracing for Windows (ETW) target, which allows the data to be correlated with data collected from the operating system through ETW. Previously in SQL Server 2005, it was possible to collect SQL Trace data with ETW; however, this was limited to SQL Trace events only. In SQL Server 2008, Extended Events data for wait events can be correlated with system kernel ETW (file) data in a single view to isolate the specific cause of the waits, as being a true I/O bottleneck, or perhaps a major file copy operation in the operating system that is causing the delays in SQL Server.
Read the white paper: http://msdn.microsoft.com/en-us/library/dd822788.aspx
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