Does a ethernet cable for xbox stream faster than wireless connection for movies?

I bought a xbox360 last xmas, and I sometimes used the xbox to stream movies from a network drive (WD my book world) & internet modem located upstairs. But, I find that a few movies show slow and jerky videos, and wonder if it is because of the slower wirless connection and if so, a wired ethernet connection may help. I need to be sure before buying a long ethernet cable and start drilling holes. Thanks.