As established here, human firearms have no effect against Thor, Loki and other Asgardians. Between an Asgardians's powerful armor, dense body and other technological advantages, a standard bullet doesn't have a chance.
It stands to reason then, that something similarly powerful would be required to effectively combat an Asgardian. In that case, would the weapons that HYDRA developed in the 2011 Captain America movie have been any more effective against Asgardians, considering the power source used (the Tesseract)? Or would these weapons still have been too primitive, despite the origin of their power?