I assume that the way to do it would be to make it with some sort of strong acid and have it explode outward on contact, which would be very difficult to do. Hopefully you're not thinking of making this/you don't have the means. I can't see why anyone would want to. A bullet wound on its own is bad enough.
What you'd be looking at there would be a chemical weapon, not a bullet. Acid can kill you, but not that quickly. The bullet part would be much more lethal than the acid. If it wasn't, you'd just anger the guy so he would shoot you, and then die of "corrosion" an hour later.
You can get bullets that let out tiny lead pellets upon impact, shattering surrounding bone and pulverizing tissue and organs.