Ethernet connections have an isolation transformer at each end; however, Cat 8 cables are shielded and can transfer noise via the shield from one component to another. That is not true of Cat 5e, 6, or 7, any of which has rated bandwidth far exceeding what's needed for home audio.
I second the recommendation for cables supplied and tested by Blue Jeans Cables. Though personally, I’ve never found any significant differences in sound when switching Ethernet cables -- except for one that failed completely. That was a difference -- no sound!