At first sight these two poems don't seem to have enough common elements to allow any real comparison. Blake's "London" is a stark description of urban sorrow. The speaker walks the streets and sees "marks of weakness, marks of woe." Blood "runs down palace walls" and the "youthful harlot's curse / Blights with plagues the marriage hearse." This is about as grim a portrait of a city as you can get.
Yeats's poem is the opposite in tone, at least outwardly. The speaker intends to move to the isle on the lake and establish a quiet rustic life for himself. So the scene that results, as he imagines it, is idealized, the reverse of the harsh reality Blake relates. This poem, or something like it, if written by Blake might conceivably fit into the Songs of Innocence, of which "London" and the other poems in Songs of Experience are an antithesis.
If there is any specific point of comparison it comes with Yeats's last stanza:
I will arise and go now, for always night and day
I hear lake water lapping, with low sounds by the shore;
While I stand on the roadway, or on the pavements grey,
I hear it in the deep heart's core.
The perspective the imagined scene at the lake is viewed from, then, appears to be a city, the "pavements grey." We are not told that there's necessarily anything wrong with the urban milieu, but it's clear that the speaker doesn't wish to be a part of it. He will "have some peace" at the lake isle, peace which he evidently has little of now.
Unlike Blake, Yeats is not making a political statement in this poem. Blake's "hapless soldiers" are being sent to war by the state, and therefore their "sigh" is what Blake pictures as the blood on the walls of the palace. Blake makes a statement about women's rights as well, seeing marriage as an institution similar to death: hence the "marriage hearse." For all the fantasy and eccentricity of his verse, Blake is speaking of contemporary real-world issues. Yeats's poem exists in a more rarefied world, a timeless realm in which even the reality of a specific setting appears dreamlike and indefinite.
Whatever the immediate or isolated messages of these poems might be, like all literature, their meaning is enhanced by our looking at them in the context of each author's oeuvre. Blake's thinking is a merging of opposites, of good and evil, joy and sorrow, innocence and experience. "London" is a snapshot, a single look at the city in a moment of time in which the speaker only sees ruin and sorrow. This is the "experience" side of the world: one part of the poet's wider view of life.
Yeats's picture of Innisfree is a snapshot as well, but it, too, can be related to a broader vision in the poet's work of some magical realm on earth that is "no country for old men," where, if the soul "claps its hands and sings" youth is maintained by all. The Innisfree setting is a rural version of Yeats's "holy city of Byzantium"—an unreal place that is the opposite of Blake's negative depiction of London.