Using ROKU Ultra 4670x download rated at 500mbps from Cox router. When using 'wired' connection, initial connect speed is about 165mbps but when downloading any video from any service, I have to wait for the % countdown that tells me how much longer before the feed reaches 100% . So, I then watch it go from 1% to 100%. But, when I connect 'wireless' and get initial connect speed of 86mbps, all downloads are near instant, going from 1% to about 20% before fully downloading then. Why the difference?
To date, no Roku streamers have Gigabit Ethernet connections, they support the 10 and 100 MBps transmission standards over Ethernet. From a practical standpoint, protocol overhead limits you to about 90 Mbps or so over Ethernet. This is quite sufficient for internet streaming where needed rates for compressed video seldom exceed 40 Mbps or so.
The supported WiFi standards and hardware permit higher throughput than this, which explains the difference you are seeing between WiFi and Ethernet performance.
Some Roku devices support only the 2.4 GHz-only WiFi band (of recent devices this would be non-4K Roku Express models and Premier models). The max real world reception 2.4 GHz rates will top out at around 150 Mbps, but are usually quite a bit lower due to interference on this very crowded band that is used for many purposes other than WiFi, such as Bluetooth. On the 2.4 GHz band I usually see reported rates on my Rokus of 35-40 Mbps.
Most of today's Roku models, like your Ultra, have dual band WiFi circuitry that support both 2.4 and 5 GHz WiFi bands. The 5 GHz band is faster, is less widely used, and has less interference but it doesn't reach as far and has greater trouble penetrating walls and other obstructions. Real world max reception can go as high as 450 Mbps where signal strength is high. My internet speed is around 250 Mbps out of the cable modem, and I often see 5 GHz WiFi rates up to 120 Mbps reported on Rokus located a couple of rooms away from my router.