Website loading speed not only depends on WordPress Theme but also depend on server speed. If the Theme author used CDN, Super Server Speed then the demo will load fastly.
It's also hard to mention some Theme name here because you haven't mentioned which type of Theme you are looking for.
I can recommend this post written by me for you: https://jeweltheme.com/fastest-wordpress-themes/
Here you will get a list of different types of fastest WordPress Theme. You will see blog/magazine, Education, Directory listing, Personal portfolio in that post.