A WordPress plugin to add foreign keys.
Simply adds MySQL Foreign Keys to default tables in WordPress.
A foreign key is a column or group of columns in a table that links to a column or group of columns in another table. The foreign key places constraints on data in the related tables, which allows MySQL to maintain referential integrity. Reference: MySQL Tutorial
This realistically can vary site to site based on many factors. It is always best to test in a development environment, but here is a good article on how it might help performance.