Can be done in powershell : https://gallery.technet.microsoft.com/office/Copy-folder-structure-from-99b46508

Or :

Map the Sharepoint Document Library to a Network Drive

Now run this which will replicate the folders Locally ( xcopy to Sharepoint Library does not work ) 

xcopy “X:\1718ClientFinancesTA\*”  “C:\Temp\FY\*” /T /E

Now Use Windows Explorer to copy the folders in C:\Temp\FY\ to your new Folder in Sharepoint