At least, as regards 30mm rounds (which is what I thought I was talking about):
In 30 mm rounds the 16 mm DU penetrator is held inside an aluminium jacket which is shed on hitting the target. The penetrator contains DU alloyed with 0.75% of titanium. They may be mixed with other shells in rapid fire applications. On impacting the target the penetrator's high kinetic energy is converted into heat, igniting the point which then burns or melts its way through the target's armour. The penetrator may pass straight through the vehicle, shatter into shrapnel or burn inside it. The larger 120 mm DU penetrators, shells or warheads are likely to create intense heat, igniting munitions and fuel. Anti-armour penetrators do not contain explosive - they ignite spontaneously.
Off Topic » in reply to DU you have an example? A link?
It appears I was wrong.