The numbers, honestly
Gigabit Ethernet runs at 1000 Mbps. Divide by eight to get megabytes, take off some overhead, and real throughput lands around 110 MB/s. It's steady, and it's the same at three in the afternoon as at three in the morning.
Wi-Fi gets quoted in headline link rates that no transfer ever actually hits. A connection reporting 866 Mbps usually delivers a third to a half of that, and the number moves around with distance, walls, interference and how many other devices are talking.
The part people miss: airtime is shared
Wi-Fi is half-duplex and shared. Only one device on a given radio transmits at a time, and everything else waits its turn.
So when both ends of a transfer are on Wi-Fi, every packet crosses the air twice: once from the sender to the access point, once from the access point to the receiver. Both legs compete for the same airtime. In practice that roughly halves your speed compared with the same transfer where one device is wired.
This is the cheapest local network improvement there is. Plug one end in. You don't need to wire both.
Bands, briefly
2.4 GHz reaches further and gets through more walls, but it's slower and it shares space with microwaves, older cordless phones and every neighbouring network.
5 GHz and 6 GHz are much faster over shorter distances, with less to interfere with them. For file transfer, use them whenever the signal is strong enough.
When it's worth wiring
For documents, photos and anything under a few hundred megabytes, the difference isn't worth thinking about. Wi-Fi is fine.
For video files, disk images, backups and multi-gigabyte folders, wiring the machine that does this most often, usually a desktop, pays for itself straight away. The laptop or phone at the other end can stay wireless.
One thing worth checking: a bad cable or an old switch can quietly negotiate 100 Mbps instead of gigabit. That caps you at about 11 MB/s, slower than decent Wi-Fi. If a wired transfer feels wrong, check the link speed before blaming anything else.