Cantrips are fine for low levels, but some don't scale or don't keep up with the damage possible by other classes.
Let's compare (PHB options only).
Wizard 1 (Dex 14, Int 16; PB +2)
Dagger: +4 to hit; 1 target; range 20'/60';
4 (1d4 + 2) piercing dmg
Acid Splash: +5 to hit; 1-2 targets; range 60';
3 (1d6) acid dmg
Chill Touch: +5 to hit; 1 target; range 120';
4 (1d8) necrotic dmg + can't heal
Fire Bolt: +5 to hit; 1 target; range 120';
5 (1d10) fire dmg + sets things on fire
Poison Spray: DC 13; 1 target; range 10';
6 (1d12) poison dmg
Ray of Frost: +5 to hit; 1 target; range 60';
4 (1d8) cold dmg + slowing
Shocking Grasp: +5 to hit; 1 target; touch;
4 (1d8) lightning dmg + no reaction
Wizard 5 (Dex 14, Int 18; PB +3)
Dagger: +5 to hit; 1 target; range 20'/60';
4 (1d4 + 2) piercing dmg
Acid Splash: +7 to hit; 1-2 targets; range 60';
7 (2d6) acid dmg
Chill Touch: +7 to hit; 1 target; range 120';
9 (2d8) necrotic dmg + can't heal
Fire Bolt: +7 to hit; 1 target; range 120';
11 (2d10) fire dmg + sets things on fire
Poison Spray: DC 15; 1 target; range 10';
13 (2d12) poison dmg
Ray of Frost: +7 to hit; 1 target; range 60';
9 (2d8) cold dmg + slowing
Shocking Grasp: +7 to hit; 1 target; touch;
9 (2d8) lightning dmg + no reaction
Wizard 11 (Dex 14, Int 20; PB +4)
Dagger: +6 to hit; 1 target; range 20'/60';
4 (1d4 + 2) piercing dmg
Acid Splash: +9 to hit; 1-2 targets; range 60';
10 (3d6) acid dmg
Chill Touch: +9 to hit; 1 target; range 120';
13 (3d8) necrotic dmg + can't heal
Fire Bolt: +9 to hit; 1 target; range 120';
16 (3d10) fire dmg + sets things on fire
Poison Spray: DC 17; 1 target; range 10';
19 (3d12) poison dmg
Ray of Frost: +9 to hit; 1 target; range 60';
13 (3d8) cold dmg + slowing
Shocking Grasp: +9 to hit; 1 target; touch;
13 (3d8) lightning dmg + no reaction
Wizard 17 (Dex 16, Int 20; PB +6)
Dagger: +9 to hit; 1 target; range 20'/60';
5 (1d4 + 3) piercing dmg
Acid Splash: +11 to hit; 1-2 targets; range 60';
14 (4d6) acid dmg
Chill Touch: +11 to hit; 1 target; range 120';
18 (4d8) necrotic dmg + can't heal
Fire Bolt: +11 to hit; 1 target; range 120';
22 (4d10) fire dmg + sets things on fire
Poison Spray: DC 19; 1 target; range 10';
26 (4d12) poison dmg
Ray of Frost: +11 to hit; 1 target; range 60';
18 (4d8) cold dmg + slowing
Shocking Grasp: +11 to hit; 1 target; touch;
18 (4d8) lightning dmg + no reaction
As you can see, *all* of the wizard's attack cantrips (in the PHB at least) scale with level, and most outperform a dagger even at first level. If you're worried about other classes' DPR outstripping the wizard's, I would think that relying on a dagger over cantrips would be even worse in that regard! Not only will the cantrips do more damage, the wizard will have an easier time hitting with them (assuming he's favoring Int over Dex).