Yun Shield is designed to solve the Internet connectivity and storage issue for Arduino Board.
It runs Open Source OpenWrt system (Same system as runs in Arduino Yun) and it is fully compatible with Arduino IDE v1.5.4 or later. Yun Shield is the ideally choice for Arduino Projects which require various internet connections and more storage.
When you connect a Yun Shield with a Leonardo, you get the same functionality of an Arduino Yun. However, the Yun Shield is more flexible because it can work with other Arduino board such as Uno, Duemilanove, Mega etc. Using the Yun Shield with an external wifi antenna can provides added stability.