Shotguns will go through more walls, doors, and drywall than a 5.56 round will. Smaller bullets fragment when they hit things and tend to lose lethality quickly. Buckshot and slow/heavy round don't take as much damage and will continue on with lethal capacity for much longer.
There's some professional testing out there on the subject matter, but the take-away is that if you're buying to prevent over-penetration you're better off with stronger physical security in your house because anything which is effective at conversational distance is also effective through at least one interior wall.
