In my opinion, both products would be comparable in performance. Personally I would go with the onboard ethernet and save the power for more effective peripherals.
There are certain ethernet cards out there that do specifically optimize for gaming performance. But maybe someone else can correct me if I'm wrong, but both the listed products seem quite comparable if not identical functionality.
Here's a sample of the "Killer Nic" card, many will argue that there's better options out there, but I more or less wanted to throw down this example for you.http://www.newegg.com/Product/Product.aspx?Item=N82E16833189002&Tpk=killer%20nic