It's quite strange you say this, I read through and installed my old wireless adapter (about 2 years old) and compared the speed -
http://i.imgur.com/e2JdxQX.png
In case you don't realise, the left is the wireless and the right is the Ethernet.
In my case, the Ethernet cable is 3 metres long and the adapter is about one metre away from my router so I think that may have an effect, does anyone know why this happens?