If you use a caravan to help build a Wonder it puts the full 50 sheilds you used to create the van towards whatever Wonder you are building. You only get this option when building a wonder. This lets other cities in your realm help contribute to the building of your wonder. (the thought is that they send materials or workers to help build the wonder). If you were to "disband" units, you only get half the sheilds, but Caravans and freight you get the full amount of sheilds preserved.
One quirk later in the game. The game considers Wonders and Space ship parts to be of the same "category" so there is no penalty to switch production between these types (there is a 50% penalty to switch between Units, Improvements and Wonders). You don't get the option to apply a freight to a space ship part, but you can put a freight toward a wonder, then switch to a SS part with no penalty. A lot of players will stockpile dozens of freights prior to starting the Space race due to this ability to use freights to speed production.
