First you will need to download and install Microsoft Virtual Machine Converter 3.

0
from Microsofts website.

Next, open an elevated PowerShell prompt and run these command (changing the paths
to match your source VMDK file and destination path of your new VHD file):

Import-Module 'C:\Program Files\Microsoft Virtual Machine

Converter\MvmcCmdlet.psd1'

ConvertTo-MvmcVirtualHardDisk -SourceLiteralPath C:\Ubuntu-disk1.vmdk

-DestinationLiteralPath C:\Ubuntu-disk1.vhd -VhdType FixedHardDisk -VhdFormat Vhd

or

ConvertTo-MvmcVirtualHardDisk -SourceLiteralPath d:\scratch\vmx\VM-disk1.vmdk

-VhdType DynamicHardDisk -VhdFormat vhdx -destination c:\vm-disk1