Size
The West Highland White Terrier is much larger: about 9.6 kg (21 lb) as an adult, against 5.1 kg (11 lb) for the Yorkshire Terrier.
Shedding
Their coats shed differently: the West Highland White Terrier holds loose hair until it is brushed or clipped out, the Yorkshire Terrier sheds through the year.
Grooming
The Yorkshire Terrier needs more grooming, daily brushing, where the West Highland White Terrier needs a brush once a week.
Temperament
They differ most on affection (West Highland White Terrier: affectionate on its own terms; Yorkshire Terrier: a lap or leaning dog) and on loyalty (West Highland White Terrier: bonded to its family; Yorkshire Terrier: sticks close to its people).
Alike
Both are rated the same on independence: decides for itself.