Thunderbolt é muito mais rápido. Thunderbolt é Gigabit, USB apenas 100 MBit.
De seus links.
Easily connect your MacBook Air computer to an Ethernet network with the Apple USB Ethernet Adapter. Small and light, it connects to the USB 2.0 port of your MacBook Air and provides an RJ-45 connector that supports 10/100BASE-T performance.
The Apple Thunderbolt to Gigabit Ethernet Adapter lets you easily connect to a high-performance Gigabit Ethernet network. Small and compact, it connects to the Thunderbolt port on your Mac computer and provides an RJ-45 port that supports 10/100/1000BASE-T networks