Hi Mauricio,
Well, Moodle is well known for being very resoure demanding in terms of memory and bandwidth, and so, in no way can Moodle's performance be compared with that of a Wordpress site: they are two completely different applications (just check the database structure or the underlying code).
To have problems because of a 25 MB download speaks of a major problem, and I definitely think it must be at the server itself, somewhere.
Please check the server error logs; enable Debugging; see the Performance and Performance FAQ pages.