Unmanned aerial vehicles (UAVs) have a great potential for improving the performance of wireless communication systems due to their wide coverage and high mobility. In this paper, we study a UAV-enabled data collection system, where a UAV is dispatched to collect a given amount of data from a ground terminals (GT) at fixed location. Intuitively, if the UAV flies closer to the GT, the uplink transmission energy of the GT required to send the target data can be more reduced. However, such UAV movement may consume more propulsion energy of the UAV, which needs to be properly controlled to save its limited on-board energy. As a result, the transmission energy reduction of the GT is generally at the cost of higher propulsion energy consumption of the UAV, which leads to a new fundamental energy trade-off in Ground-to-UAV (G2U) wireless communication. To characterize this trade-off, we consider two practical UAV trajectories, namely circular flight and straight flight. In each case, we first derive the energy consumption expressions of the UAV and GT, and then find the optimal GT transmit power and UAV trajectory that achieve different Pareto optimal trade-off between them. Numerical results are provided to corroborate our study.