Yarns are described herein which, in some embodiments, comprise plies or single strands dyed with at least one vat dyestuff yielding a tweed or heathered appearance. In one aspect, a yarn comprises a first ply and a second ply each dyed with at least one vat dyestuff, wherein a difference in color depth (DL*) between the dyed first single strand and the dyed second single strand has an absolute value of at least 2 when the vat dyestuff is in an oxidized state. As described further herein, the first ply and the second ply are dyed in the same dyebath. In another aspect, a yarn comprises a first ply and a second ply each dyed with at least one vat dyestuff, wherein a reflectance ration between the second ply and the first ply ranges from 0.05 to 0.95.