Wikipedia disagrees:

Depleted uranium is favored for the penetrator because it is self-sharpening[36] and flammable.[32] On impact with a hard target, such as an armored vehicle, the tip of the projectile will be “mushroomed”,[37] while the back of the projectile is still a rigid solid. This leads to adiabatic shearing, and together with the spin of the projectile results in a shedding of the mushroomed plastic phase in such a way that it forms a new sharp tip. This shedding of the mushroomed tip improves penetration properties compared to the complete dispersal that takes place with tungsten penetrators,[38] therefore DU penetrators are 20% more effective than tungsten rounds.[39] The impact and subsequent release of heat energy causes it to ignite when in contact with oxygen.[32] When a DU penetrator reaches the interior of an armored vehicle, it catches fire, often igniting ammunition and fuel and possibly causing the vehicle to explode.[39] DU is used by the U.S. Army in 120 mm or 105 mm cannons employed on the M1 Abrams tank.