Pronounced as “gwaa-hee-oh“, guajillo is hotter than ancho chili powder and brings a spicy kick that ranges from 2,500 to 5,000 SHU. Apart from its spicy taste, this substitute has a lot more going on in flavor than cayenne. It is pleasingly sharp, tangy, and smoky just like paprika. That is why it’s also a good substitute for both hot and smoked paprika.