All pellets are NOT created equal! Did you mean LumberJack pellets? If so, they do create a little more ash, but are many pellet smoker's favorite brand. I find they produce the best smoke flavor.
BBQ's Delight and CookinPellets are two other very popular brands. Both produce less ash than Lumberjack, but the flavor isn't as good in my opinion.
It also depends what pellet "flavor" you are using. Many pellets are a mixture of woods, with Oak being the most prevalent wood as it burns at high btus.
My personal favorite pellet is LumberJack Oak, Hickory, Cherry blend, and the 100% Hickory. I just did a 13 hour smoke on Sunday with Lumberjack and I didn't have the amount of ash you are describing.