As a contemporary answer for those coming across this question.
It depends if you mean quick in terms of "speed to develop" or "speed to transfer".
I suspect speed to develop based upon your concerns with data factory.
Data Factory now has a "Copy Data Wizard" which makes it quick to setup these things.
Judging by the age of the question, this is likely in the Data Factory V1 timeframe. Data Factory V2 is out now and far easier.
https://docs.microsoft.com/en-gb/azure/data-factory/quickstart-create-data-factory-copy-data-tool
In regards to the speed to transfer, Data Factory publishes the following stats, so it'll be around 105MB/s transfer speed, I suspect even faster.
For Azure Data Lake Gen2, AdlCopy isn't mentioned in the documentation anymore, instead AzCopy is mentioned.
I realise you already have your question answered, but just in case people come across this in the future.