[The Might]

I guess the biggest similiraty is that they all exist in the Wraith-world.
Also, there seems to be a certain hierarchy of these entities, as the Wk was capable of simply stirring up the spirits of the Barrow-downs as if he could command them.
Guess that that might have also had something to do with some lessons from Sauron, he was after all known as the Necromancer.