There are some excellent commercial yarns for sock knitting that have 10% or so nylon content, which is enough to make them durable without making them feel synthetic. However, watch out for the source. You're not helping the environment much if you're knitting socks in Finland from wool produced in Peru and spun in Turkey, because of the staggering impact of transportation.
A tightly spun hardwearing fiber like Blue Faced Leicester will wear quite well even without the nylon content as long as it's superwash treated (which, I suppose, raises a whole other question, but nevermind)
I imagine native Finnsheep wool, which has a very long staple length would make excellent sock yarn, even without the nylon. But it needs to be tightly spun for durability and to keep it from felting, at least in my experience.