to_sql erases timezone information
#### Code Sample, a copy-pastable example if possible

```
In [3]: import sqlalchemy 
   ...: import pandas as pd                                                     

In [4]: conn = sqlalchemy.create_engine('postgres://xxx:xxx@xxx/xxx')                                                                   

In [5]: dates = pd.date_range('2018-01-01', periods=5, freq='6H', tz='Europe/Brussels') 
   ...: expected = pd.DataFrame({'nums': range(5)}, index=dates)                                                    

In [6]: expected                                                                                                    
Out[6]: 
                           nums
2018-01-01 00:00:00+01:00     0
2018-01-01 06:00:00+01:00     1
2018-01-01 12:00:00+01:00     2
2018-01-01 18:00:00+01:00     3
2018-01-02 00:00:00+01:00     4

In [7]: expected.to_sql('test', conn)                                                                               

In [8]: pd.read_sql_table('test', conn)                                                                             
Out[8]: 
                      index  nums
0 2017-12-31 23:00:00+00:00     0
1 2018-01-01 05:00:00+00:00     1
2 2018-01-01 11:00:00+00:00     2
3 2018-01-01 17:00:00+00:00     3
4 2018-01-01 23:00:00+00:00     4
```
#### Problem description

This fails the round-trip expectation. In particular, `to_sql` erases the timezone information. The timezone information is useful in some applications. Otherwise the timestamp would probably not have timezone in the first place and UTC would be assumed and used everywhere. Note that this behavior is unexpected because postgres supports `timestamptz` and in the underlying SQL table the column for `index` is the correct type `timestamptz`.

#### Expected Output

```
                      index  nums
2018-01-01 00:00:00+01:00     0
2018-01-01 06:00:00+01:00     1
2018-01-01 12:00:00+01:00     2
2018-01-01 18:00:00+01:00     3
2018-01-02 00:00:00+01:00     4
```

#### Output of ``pd.show_versions()``

```
In [9]: pd.show_versions()                                                                                          

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.8.2.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.3.0
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.0.1
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 41.2.0
Cython           : None
pytest           : 5.4.1
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : 2.8.4 (dt dec pq3 ext lo64)
jinja2           : 2.11.1
IPython          : 7.13.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.2.0
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : 5.4.1
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.15
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
numba            : None
```