Whenever I read about Swing they say they are light weight components. So I just googled Swing and found that it means Swing does not depend on native peers. Is that why the
Lightweight vs heavyweight is a question of how the UI components are implemented. Heavyweight components wrap operating system objects, lightweight components don't. They are implemented strictly in the JDK.
Swing is considered lightweight because it is fully implemented in Java, without calling the native operating system for drawing the graphical user interface components.
On the other hand, AWT (Abstract Window Toolkit) is heavyweight toolkit, as it merely makes calls to the operating system in order to produce its GUI components.
The Evolution of the Swing Paint System section from the Painting in AWT and Swing article explains the difference between lightweight and heavyweight:
When the original AWT API was developed for JDK 1.0, only heavyweight components existed ("heavyweight" means that the component has it's own opaque native window). This allowed the AWT to rely heavily on the paint subsystem in each native platform.
[...]
With the introduction of lightweight components in JDK 1.1 (a "lightweight" component is one that reuses the native window of its closest heavyweight ancestor), the AWT needed to implement the paint processing for lightweight components in the shared Java code.
As Swing is implemented in Java, it does have some performance disadvantage, however, I hear that performance has improved in recent releases of Java.
The advantage of Swing is that it has many more components available such as JTable and JList which are more graphical and extensible than the components provided in AWT, allowing for more graphics-rich applications to be developed.
This is simply an addendum that addresses the heavyweight vs. lightweight in another context: programming model.
In this context Swing is definitely heavyweight and complicated. It is not considered suitable for thin client implementation, and given the fact that today there are so many different devices, Swing is, in effect, dead technology, even though Oracle has not retired it...yet (also see JavaFX as an alternative).