Do you have your antenna connected to the board? The antenna is mandatory for good performance.
Ethernet is generally always the better choice if it's practical and reasonable to run a cable to your router. It's lower latency than WiFi, and gives consistent and predictable performance. WiFi is subject to attenuation, congestion, and interference; all of which compound together to significantly reduce the speed below the headline speed that the card & router could theoretically achieve. Your 2x2 AXE WiFi card on your motherboard has a headline speed of 2402 Mbps on 5 GHz with a 160MHz channel (or 1201 Mbps with a 80 MHz channel), but that requires perfect conditions and is only half-duplex (i.e. can't transmit and receive simultaneously). Your 2.5G Ethernet port is 2500 Mbps full duplex (i.e. it can theoretically do 2500+2500 RX+TX simultaneously) and should hit that speed every time (if there's something on the far end which can generate that much traffic).
