It would depend upon how tough it needed to be. Most wrenches are forged, which results in a tough, semi-hard tool. If made out of unhardened steel, it might be too soft. I guess it could be made out of something like O-1 (oil hardening steel) then hardened and drawn back so it wasn't brittle. The other tricky part is the hexagonal hole. It could be broached, but the price of the broach would be significant. Otherwise, you could burn it in on an EDM machine, but that's not a typical hobbyist machine, and a shop would charge you more than the wrench is worth. If I was tasked with making one, I would mill out the hex with the smallest end mill I had, then carefully file the corners until it fit.