well you paid for 1866 and it wont hurt anything to run it at 1866 so might as well. you should be able to just go in and manually set the mem frequency to 1866 and manually set your timings instead of just enabling the xmp profile.
However, they are right on the above posts. As far as performance you can actually NOTICE outside of numbers on a benchmark, you'll have the exact same experience regardless of 1866 or 1600. Good luck