EXCEPT And INTERSECT

EXCEPT
The EXCEPT operator returns all rows that exist in the table to the left of the operator and
that do not have matching rows in the table to the right.

Example:
select customerkey from Fact_OpenSalesOrdersHeader EXCEPT select customerkey from dim_customer

INTERSECT
The INTERSECT operator returns all rows that exist and matching rows in both tables.
Example:
select customerkey from Fact_OpenSalesOrdersHeader intersect select customerkey from dim_customer