This is what I believe to be true of shooting an elk. When you hit them in the right place they go down quickly. When you hit them in the wrong spot (high or back a bit) they go forever and don't tend to lay down like a whitetail. I have tracked a few for several miles. So, when it comes to broadheads make it sharp and put it in the right place. I think Mike Bolin was on the right track here. They are not tough to kill IF you hit them in the right spot.
Do some searches on the anatomy too, I generally advocate shooting further forward, directly above the leg, not behind it, like most of us were taught about whitetails.