It's usually red chili powder. Paprika will usually indicate if it is spicy on the label, I use it as the substitute for chili powder in recipes I make for people who prefer less spice. I sent some to India last month and my FIL is really happy to have it.

I didn't realize how important chili powder was until I was until I tried to skip it and have found paprika to be an OK alternative. Paprika is made from bell pepper.