No it is not since that shared volume is not part of the virtual infrastructure. The only way to be able to do this is to work with a shared VHD(X). Unfortunately, in windows 2012 R2 the capabilities of backing-up a shared VHD(X) only allowed us to take a crash-consistent backup. I can't say yet what we can do in server 2016 (but hoping it will be better...)
So for now, we can't backup that shared volume, and maybe you can let your SQL admins make SQL dumps on a regular basis and put that data on a virtual disk (so we can back it up). In the future, we are hoping to see better support for shared disks (if the underlying technologie allows us at least...
) so you can move the data to that (and get additional virtualization benefits with it). Also, considering how fast technology is changing, you might be interested to look at Always on technologies because that would stop the hassle of shared disks, and gives you more possibilities for the future
My 2 cents