on error doesn't work

when i disable internet connection to try the error procedure instead of doing the line related to the error the macro show a message error ; can someone tell where the error is thanks .i've added 2 attachments too to see what happens when i push F8.

Workbooks.Add.Activate
ActiveWorkbook.SaveAs Filename:="C:\documenti1\documenti2\FONDI1\downloaded_etf"
Sheets("Foglio1").Activate
Sheets("Foglio1").Name = "dati etf"
        With ActiveSheet.QueryTables.Add(Connection:= _
        "URL;http://www.borsaitaliana.it/bitApp/listino?service=Data&lang=it&main_list=11&sub_list=2" _
        , Destination:=ActiveCell)
        .Name = "listino?service=Data&lang=it&main_list=11&sub_list=2"
        .FieldNames = True
        .RowNumbers = False
       .FillAdjacentFormulas = False
        .PreserveFormatting = True
        .RefreshOnFileOpen = False
        .BackgroundQuery = True
        .RefreshStyle = xlInsertDeleteCells
        .SavePassword = False
        .SaveData = True
        .AdjustColumnWidth = True
        .RefreshPeriod = 0
        .WebSelectionType = xlSpecifiedTables
        .WebFormatting = xlWebFormattingNone
        .WebTables = "6,7,8"
        .WebPreFormattedTextToColumns = True
        .WebConsecutiveDelimitersAsOne = True
        .WebSingleBlockTextImport = False
        .WebDisableDateRecognition = False
        .WebDisableRedirections = False
        
Etichetta1:
        
        .Refresh BackgroundQuery:=False
        
        'On Error Resume Next
        On Error GoTo Etichetta

       
       
       
    End With