@HackToHell see 2020 ROS Middleware Evaluation Report | TSC-RMW-Reports.
Otherwise yes, there are issues with the DDS and multicast as elaborated here: ROS2 Default Behavior (Wifi) but we are working on it ROS2 Default Behavior (Wifi) - #9 by Jaime_Martin_Losa and there are tunable approaches ROS2 Default Behavior (Wifi) - #15 by Jaime_Martin_Losa.