If you limit sharing you will limit the speed you can get. Set it to unlimited if you want faster speeds.
Any VPN is going to slow your connection down because you are routing your connection through a specific path and encrypting between you and the endpoint.
Another thing that can affect speed, is where you are routing through. China will be slow compared to North America or Europe. I send all my video to North America and Europe tunnels because they have the faster internet speeds.