Is it wrong that my DTO wraps domain entities?
Yes, it is wrong. DTOs should be empty of any logic - including the logic that may be attached to the objects of which your DTOs are composed. Including domain objects into DTO exposes domain logic, eliminating the main benefit of using DTOs in the first place.
If yes do I have to create for every domain entity a xxxDTO "wrapper" with only the really needed properties for the client side?
Correct, that is the idea. By doing so you will eliminate the coupling between the client and your domain objects.
Note: it is common to use a mapper to simplify the process of mapping between DTOs and the domain objects.