Please convert them to date type,by default they come as string from sap.
I am connecting to SAP BW, so changing the data type in Tableau does not work in this case.
Here are the options:
1) Please change the format in backend sap bw
2) create a tableau extract,with extract on top of sap bw it works.
3) you can export sap data to excel and use it,it will work..
4) if you use hana view on top of composite provider it works
5) use mdx query in tableau
6) as per this link Dates and Times in Relational and Multidimensional DataSources in Tableau it should work in both relational and multidimensional sources(cube sources)