UNION - results in distinct records
while
UNION ALL - results in all the records including duplicates.
Both are blocking operators and hence I personally prefer using JOINS over Blocking Operators(UNION, INTERSECT, UNION ALL etc. ) anytime.
To illustrate why Union operation performs poorly in comparison to Union All checkout the following example.
CREATE TABLE #T1 (data VARCHAR(10))
INSERT INTO #T1
SELECT 'abc'
UNION ALL
SELECT 'bcd'
UNION ALL
SELECT 'cde'
UNION ALL
SELECT 'def'
UNION ALL
SELECT 'efg'
CREATE TABLE #T2 (data VARCHAR(10))
INSERT INTO #T2
SELECT 'abc'
UNION ALL
SELECT 'cde'
UNION ALL
SELECT 'efg'
Following are results of UNION ALL and UNION operations.
A UNION statement effectively does a SELECT DISTINCT on the results set. If you know that all the records returned are unique from your union, use UNION ALL instead, it gives faster results.
Using UNION results in Distinct Sort operations in the Execution Plan. Proof to prove this statement is shown below: