@NowIGiveUpIf these are a bit too few weaknesses I could add silver, but thats a little cliche, But I could think of an explanation for it.
-Spells can interact with the ethereal, while for example a fireball would just pass right through, I imagine your average wizard has spells that use the ethereal plane in order to achieve the effect.
-"turn undead" works, not because the wraith is undead, but more because its like a dispel effect, the kind of magic that animates skeletons might be very similar to the kind that wraiths are made of.
-Sufficiently dense materials could probably effect ethereal beings, but these materials would almost certainly be magical as they would like...undergo fusion or something in nature, basically
-enchanted weapons have some substance in the ethereal realm, and can be used to harm the wraith, usually they are less effective on wraiths than they would be on physical creatures but they do actually touch the wraith and with sufficient force can cause harm. Some enchantments are more effective than others depending on the shape the ethereal form of the weapon takes (its often different than the physical form, but a wizard who knows what hes doing and wants the weapon to be effective against wraiths or other ethereals could without too much work create an enchantment that operates effectively against ethereal beings.