With well-made Ethernet cables, even when they are shielded, it is easy to not touch any conductor (the good shielded RJ-45 connectors have plastic sleeves covering the metal).

On the other hand, I would have to be careful if I would want to disconnect and reconnect the coaxial TV cable that comes from the ISP, where the threaded coaxial connectors have a metal part. This is how I have learned that the potential difference between the coaxial cable ground and my ground is big enough to cause a shock :-)