What bullet for 338 rum for deer hunting under 300 yards?

I wanted to hunt with my 338 ultra mag . Deer around the house. Used 200gr speer Spitzer. Shot one at the base of the skull, the other through the lungs broadside. Didn't destroy anything more than a 270. Only 2 I've used it on.
 
I shot two doe antelope last year with 300gr accubonds out of a .338 RUM at about 200 or 250 yards. They died. I don't think the results would've been much different with any other bullet out of that rifle. Shoot whatever the rifle likes.
 
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