At the beginning of the war, the bullets used in German pistol ammunition were of a conventional design, a copper plated steel jacket with a lead core, weighing about 124 grains.

In later german pistol ammunition, the lead core of the bullet was replaced with a composite core constructed of a steel insert encased in lead resulting in a bullet weighing about 100 grains. The end result was a cartridge with a higher muzzle velocity and a semi armor piercing capabilty but with a reduced sectional density and range.
Sintereisen
The sintered iron bullet was a rather novel wartime expedient. Powdered iron was formed under great heat and pressure until the particles fused together producing a bullet plastic enough to engage the rifling.
Production of sintered bullets began in 1943 (Curtis)
With a bullet weighing only 90 grains, 9mm Parabellum ammunition using sintered iron bullets produced velocities in excess of 1500 feet per second. The high velocity of this round gave it somewhat improved penetration at close ranges but the poor sectional density reduced its capabilty at longer ranges. Sintered iron bullets were and are very hard on gun barrels, wearing down the rifling at an alarming rate.

Closeup view of World War 2 era German 9mm Luger bullets. The first 2 bullets on the left are copper plated steel jacketed bullet with a steel core incased in lead. Two bullets On the right are made of sintered iron.
Curtis, Lewis "Introduction to Collecting the 9mm Parabellum (Luger) Cartridge" <http://cartridgecollectors.org/documents/Introduction-to-9mm-Luger-Cartridges.pdf> (accessed Feb. 11, 2014)