From Depleted Uranium in Urine of Soldiers by the WISE Uranium Project:

Is DU more hazardous than natural uranium, since it contains contaminants such as uranium-236, plutonium-239, etc.?

No. Depleted uranium used for bullets has been found to contain trace amounts of artificial radionuclides, such as uranium-236, neptunium-237, and plutonium-239. The presence of these radionuclides can be explained by contamination from recycling of spent fuel introduced in the manufacturing process; for details, see [Diehl 2002]. The radiation dose from exposure to such contaminated DU is only a fraction of a  percent higher than from pure DU - and thus still is lower than from natural uranium; for details, see [Diehl 2001].