Actually, we were discussing this in college, and thought they'd be of the same Genus, but different species as they have adapted differently... They have significant differences in the phenotype and anatomical structure.

I guess, it depends on whether they can interbreed to produce fertile offspring.

However, the only ponies that have seemingly inherited both Unicorn characteristics and pegasi wings are Celestia and Luna... but I guess it's questionable as to where they came from, and parent genes etc... I assumed they may be Unicorns that are so powerful they were able to make themselves permanent wings.