MB Pro randomly restarts with ethernet cable plugged in

I recently bought a Thunderbolt–Ethernet reduction [1] and it works great. The issue is that when it's plugged in, my MacBook Pro (13', 2015, i5, 8GB) heats up a lot. That is not such a problem, but the next thing is really annoying.

Whenever I am not charging it, but the ethernet cable is connected, and MacBook goes to sleep mode, the system turns off instead. So for example, when I don't have the power cable, and go away for 5 minutes, the system automatically activates the sleep mode. When I come back, it is turned off and when I hit the power button, a black screen with Apple logo and a text in several different languages appears, saying that system restarted due to a problem. After that MacBook starts normally.

The same happens:

• when the power cable is not plugged in and I close the display
• when the power cable is not plugged in and I manually sleep the MacBook
• when the display is closed and I plug out the power AND/OR the ethernet cable

I am using OS X 10.11.

[1]: Thunderbolt-Ethernet reduction http://www.apple.com/shop/product/MD463LL/A/thunderbolt-to-gigabit-ethernet-adap ter