Based on the 2018 errata, the answer is "yes."
The old final sentence of the spell, which you quoted in your question, was modified in the 2018 Player's Handbook errata. The final sentence is now as follows (emphasis mine):
If the warded creature makes an attack, casts a spell that affects an enemy, or deals damage to another creature, this spell ends.
Thus Wrath of the Storm would end sanctuary, as would any other means of dealing damage, even a means that is technically not an attack or a spell.
The following was the answer prior to the 2018 errata. I've preserved it for historical context, but it is obsoleted by the answer above.
Rules-as-written is no because Wrath of the Storm is not an attack or a cast spell and therefore does not meet the conditions necessary to end the spell.
Rules-as-intended is yes because "a damaging activity ends the spell" according to Jeremy Crawford (emphasis mine). Crawford's use of the word "activity" is telling. It implies that the design intent is that any damaging activity on the part of the Sanctuary-warded creature ends the spell regardless of the particular mechanical category of that activity. (This is consistent with Crawford's design intent that rules, and by implication rulings-as-intended, be read in idiomatic English.)
Since such a conflict between rules-as-written and rules-as-intended may be fixed in errata or a future edition as indicated by Crawford, it is probably most future-proof to go with the yes ruling.