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There are some Roku devices that also have an Ethernet port that allows for a wired connection to your home network.
You can use the product comparison chart to determine which products have an Ethernet port.
Hope you'll find this info useful.
Currently, the Ultra (4800) supports ethernet directly, and the Express 4K/4K+ (3940/3941) support ethernet via USB ethernet adapter.
The product comparison chart link @RokuMary-F provided does mention ethernet for the Ultra when selected (under "wireless + connectivity" and "ethernet port"), however it does not mention the USB ethernet adapter capabilities of the new 4K/4K+ models (the chart is limited/needs to be updated).
The Ultra isn't available in the UK. You're limited to the Streambar which accepts a USB Ethernet adapter (sold separately and not from Roku) and I believe the Express 4k which does as well although it's not mentioned anywhere in the details.
The Express may not support the adapter. However, the Express 4K, which is "coming soon" to the UK, may support the adapter. My understanding is the adapter is an inline device that passes the power through the USB while adding the Ethernet port via the same port.