Why is my IEnumerable<String> using yield return slower to iterate then List<String>

public static IEnumerable<String> MyYieldCollection {
        get
        {
            wrapper.RunCommand("Fetch First From Water_Mains");
            for (int row = 0; row < tabinfo.GetNumberOfRows() ; row++) //GetNumberOfRows
                                                                      //will return 1000+ most of the time.
            {
                yield return wrapper.Evaluate("Water_Mains.col1");
                wrapper.RunCommand("Fetch Next From Water_Mains");
             }
        }
    }

public static List<String> MyListCollection
    {
        get
        {
            List<String> innerlist = new List<String>();

            wrapper.RunCommand("Fetch First From Water_Mains");
            for (int row = 0; row < tabinfo.GetNumberOfRows(); row++)
            {
                innerlist.Add(wrapper.Evaluate("Water_Mains.col1"));
                wrapper.RunCommand("Fetch Next From Water_Mains");
            }
            return innerlist;
        }
    }

foreach (var item in MyYieldCollection) //Same thing for MyListCollection.
        {
            Console.WriteLine(item);
        }

Yield: 2000 (5000000)
List: 2100 (5000000)

static  void Main()
{
    GC.Collect(GC.MaxGeneration,GCCollectionMode.Forced);
    int count1 = 0;
    var watch1 = Stopwatch.StartNew();
    for(int i = 0 ; i < 5000 ; i++) {
        foreach (var row in MyYieldCollection)
        {
            count1++;
        }
    }
    watch1.Stop();

    GC.Collect(GC.MaxGeneration,GCCollectionMode.Forced);
    int count2 = 0;
    var watch2 = Stopwatch.StartNew();
    for (int i = 0; i < 5000; i++)
    {
        foreach (var row in MyListCollection)
        {
            count2++;
        }
    }
    watch1.Stop();

    Console.WriteLine("Yield: {0} ({1})", watch1.ElapsedMilliseconds, count1);
    Console.WriteLine("List: {0} ({1})", watch2.ElapsedMilliseconds, count2);
}

int rows = tabinfo.Rows.Count;
        for (int row = 0; row < rows; row++) {...}

public IEnumerable<int> YieldInts()
{
    for (int i = 0; i < 1000; i++)
    {
    	Thread.Sleep(1000) // or do some other work
    	yield return i;
    }
}

public void Main()
{
    foreach(int i in YieldInts())
    {
    	Console.WriteLine(i);
    	if(i == 42)
    	{
    		break;
    	}
    }
}