When you embed any YouTube video on your website using standard IFRAME tags, you’ll be surprised to know how much extra weight that YouTube video will add to your page. The web page has to download ~0.5 MB of extra resources (CSS, JavaScript and images) for rendering the YouTube video player and the files will download even if the visitor on your website has chosen not to watch the embedded YouTube video.

Read all about it here http://www.labnol.org/internet/light-youtube-embeds/27941/