The memory is indeed compatible with that motherboard. Even more important, you need a good CPU to fully support DDR3-1866. At least a Phenom II 955 would suffice. If you plan to overclock, a higher DRAM frequency can surely be taken advantage of especially if you overclock the CPU and CPU-NB frequency.
There is only no real world difference if you do not overclock your CPU. CPUs are designed for DDR3-1333 or DDR3-1600, so throughput is limited unless you overclock. Gains can always be achieved otherwise we would all have slow computers.