Why UNION ALL is faster than UNION?

UNION and UNION ALL are used to combine data or record sets from two different tables. One could combine more than 2 tables. Just like JOINS, UNION combines data into a single record-set but vertically by adding rows from another table. JOINS combine data horizontally by adding columns from another table.

UNION insures you get DISTINCT records from both the tables.
UNION ALL pulls out all records from both the tables with duplicates.

SQL Scripts below proves why UNION ALL is faster than UNION:

Comparison:

Query Plan for UNION:
  |--Sort(DISTINCT ORDER BY:([Union1008] ASC, [Union1009] ASC))
       |--Concatenation
            |--Table Scan(OBJECT:([tempdb].[dbo].[#tempTable1]))
            |--Table Scan(OBJECT:([tempdb].[dbo].[#tempTable2]))

Query Plan for UNION ALL:
  |--Concatenation
       |--Table Scan(OBJECT:([tempdb].[dbo].[#tempTable1]))
       |--Table Scan(OBJECT:([tempdb].[dbo].[#tempTable2]))

Query Plan for UNION ALL with DISTINCT:
  |--Concatenation
       |--Sort(DISTINCT ORDER BY:([tempdb].[dbo].[#tempTable1].[FirstName] ASC, [tempdb].[dbo].[#tempTable1].[LastName] ASC))
       |    |--Table Scan(OBJECT:([tempdb].[dbo].[#tempTable1]))
       |--Sort(DISTINCT ORDER BY:([tempdb].[dbo].[#tempTable2].[FirstName] ASC, [tempdb].[dbo].[#tempTable2].[LastName] ASC))
            |--Table Scan(OBJECT:([tempdb].[dbo].[#tempTable2]))

The Query plan for:
– UNION ALL SELECT above…