I use a thunderbolt to ethernet adaptor at work on a Macbook Pro and have seen ~ hundreds of Mbit/sec speeds routinely on downloads from the internet through this adaptor.
Are you comparing the same things here, e.g. max download speed over the internet, say through Speedtest.net or some similar site? Or are you comparing internet via the ethernet/thunderbolt adaptor with a transfer wireless just over your local network? What is the limit on your internet connection? 20 Mbps sounds typical of max internet speeds for some providers. On the other hand, if both your tests involve just local network transfers, then you need to look at how your router is configured for ethernet versus wireless so see if there is some constraint being applied that you don't want.
I suggest two tests, each done under similar conditions (e.g. no other network traffic) with (a) ethernet wired with thunderbolt adaptor and (b) wireless:
(1) speedtest.net -- to test internet speeds
(2) a local copy thruogh your local network of a large file/folder at least 1 Gigabyte in size to test local network speed.