Normally yes. But depends on the Wi-Fi. and the ethernet and your internet bandwidth. If your Wi-Fi router is using 5ghz 802.11ac or the newer ax, speed difference may be negligible to ethernet if using good quality ethernet cables and you have no interference on your Wi-Fi.
Also, if you are paying for say 1000Mbps and your ISP is delivering that. then ethernet will likely be faster than Wi-Fi.
Otherwise, if you are paying for say 200Mbps, then 802.11ac will be just as fast as ethernet. It comes down to your setup.
You can download the Speedtest App from the App Store, and test your speed over Wi-Fi and over Ethernet to see which is better or if they are about the same. Take into consideration what bandwidth you are paying for form your ISP.