Generally go with Ethernet wired Gigabit when ever possible. See the following discussion that covers various copy speed issues.
It’s also important to keep in mind one almost never gets the advertised speed companies advertise for their networking (wired/wireless) equipment. Its important to connect the My Cloud to a Gigabit port on a router/switch to get the best possible speed in copying data to the My Cloud.
And depending on the backup software/program and it’s configuration, the initial backup may take a very long time as the backup software checks and compares the backed up files. Subsequent backups may be much quicker as the backup software may only backup changed/new files.