With no indexes at all, a join between X and Y tables would require a full
table scan of Y for each row in X. With an index on the relevant field in
Y, it would require an index lookup on the join field in Y for each row in
X, which contains a pointer to the row of interest in Y. This row is then
looked up and the relevant value extracted. By using a covering index (one
which includes all fields required to satisfy the query, with the first field
being the one which is looked up in the join), then once the index has been
searched, there is no need to then go to table Y because all the relevant
data is already in the index.
This offers a marginal performance improvement.
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