Funny, but untrue. Any of those calibres will work and nobody is gonna laugh at a 9mm. Or a .22 for that fact. A .22 to the heart of my 7' friend killed him almost instantly, he trying to break up a barfight. Just showed up to his unit, infantry, supposed to be the flag bearer for our reactivation ceremony due to his enormous size. But a very kind individual, he was only trying to help and got killed.
It doesn't take much. Don't underestimate small calibers at close range when the shooter understands the limitations of the round and has a fair understanding of anatomy. Likewise, don't take knives or martial arts weapons as ineffective --at those ranges in the video, they can be more effective in the hands of some individuals than can be the firearm.
For this guy, in real life, he'd likely have to sacrifice his off hand to make distance (he's backed in, though he may be able to sidestep forcing the other guy to reposition) in order to buy time to draw his weapon and make a fast belly shot from the hip.
Here I think my compact .40 Glock is more than sufficient, as is my scandium .357. I normally carry them and I feel perfectly safe with them. But I do also with my G17 9mm.