Wifi wont turn off

I noticed that after disabling/turning off Wifi, it still stays on and consumes battery, although Wifi icon shows switched off in notification and settings section. Restarting phone helps and WiFi finally switches off, however I do not want to restart phone every time when I want to switch off WiFi.
Does anyone have this problem and how ro resolve it?
My phone is in latest version on android 5.1.1 and on previous version I did not have such problems.