It doesn't necesarily give you more penetration. It gives you more penetration at longer distances. At shorter distances though, I haven't found it makes a difference, at least not one that warrants the additional cost. That said, I agree if you can and want to take that 50-60+ yard shot, hevi-shot will perform much better than steel.
Although, I would argue at greater distances you're still dealing with the same problem that you have with steel, namely that it is a very hard metal. It would be a similar comparison with a full metal jacket single projectile. It can easily pass through the target without causing a kill. A softer metal will perform better at longer distances than hevi-shot.
ORIGINAL: A5Mag12
ORIGINAL: mustad
No. I don't think they are worth the extra money. Weight and density alone will not improve kill shots. You're still dealing with the same problem you do with steel, that is very hard metal traveling very fast. If you want to improve your odds of providing a kill shot, you need a softer metal that will cause more damage. Bismuth is a great material for this, but they did not gain market acceptance.
Hevi-shot does the same thing as steel except at further distance. Practice shooting more is the only way to increase kill shots.
Weight and density give you more penatration which gives you a much better kill shot. #7 1/2 hevi shot at 1300 fps will blow through a mallard at 45 yards taking out heart, lungs and other vital organs giving me the best kill shots I've seen in close to 45 years of duck hunting.
#6 hevi shot is good for any size duck inside 65 yards if you choose to shoot and can shoot them that far. Sometimes you need to dust off your steel shooting buddys cripples. #4 hevi is the perfect duck/goose combo and #2 hevi is strictly a goose load.