Depends.
In terms of sheer bandwidth, Ethernet offers the most with typical routers offering 1Gb/s speeds over Ethernet. Wi-Fi speeds depend on a few factors, some you can control (dual band, type) and others you cant (environmental factors, distance).
In terms of internet speed, you would need a pretty fast internet connection to be limited by Wi-Fi bandwidth. Just because your router says a Gigabit a Second doesnt mean that you will ever download that fast, if you want fast internet then your ISP is the one to consult and not the hardware on your end.