i've done both. keys is definitely the more captivating of the two, but yuletide can only be done during certain times of the year.
basically yuletide takes you to holiday services (as does the backstage magic tour) where you explore the warehouse a bit and learn about all the work that goes into onstage decor for the parks, resorts and
DCL. you'll spend a lot of time in the world showcase, exploring native traditions of several countries. you'll spend a little time in DHS with the nativity scene and osborne lights and information about christmas in the movies. and briefly in the MK. you'll also go to a resort, probably the grand floridian, to check out the decor.
of all the tours i've done, it is probably the least impressive. not to suggest it was money wasted, it was not, but if i had to rank tours, keys and yuletide would probably be polar opposites