The German 20mm guns used both HE(high explosive) and AP(armour piercing) rounds. I guess the HE rounds are mostly used for anti-aircraft use while the AP are reserved for using against lightly armoured vehicles.
Check it out here:
http://www.warships1.com/Weapons/WNGER_20mm-65_c30.htm
BTW, the P-47 is a VERY rugged plane and it takes many rounds to bring down.