None that can hurt him?

[Oddwen]

Gandalf the White returned from the dead by the grace of the Valar, didn't he? He no doubt received some kind of power-up, since he was able to put down Saruman.
Sauron had fallen from the Valar's grace, and the Ring was made from his own power, not that of a higher being.

He lifted his staff, and Gimli's axe leaped from his grasp and fell ringing to the ground. The sword of Aragorn, stiff in his motionless hand, blazed with a sudden fire.

Although -

And so am I, very dangerous; more dangerous than anything you will ever meet, unless you are brought alive before the seat of the Dark Lord.

I am Gandalf, Gandalf the White, but Black is mightier still.

Those are against my theory.
Perhaps Anduril/Narsil is only "magical" against the foes of Gondor, as Sting, Glamdring and Orcrist glow blue only when Orcs are present.