No, though technically Ultron can't be destroyed as far as i'm aware. The alternate ending involved Hulk going off into space from what I was told.
IIRC, Ultron was made with Adamantium, so is indestructible. I guess because of Fox having X-Men and Woverine, Marvel can't use adamantium. Wasn't Cap's shield also orginally vibranium, but was remade in adamantium by Tony Stark when it was replaced?