User blog comment:LilyheartsLightning/Citadel and Reckoning DLC announced/@comment-24174486-20130225174706/@comment-143.167.238.15-20130227115820

Yes, that's true, some attacks are more effective against shields than others, although not as effective as they would've been in the first game, when melee (and acid) could bypass shields entirely and rockets damaged both shields and health.