As the war in Europe raged in the skies over cites and towns of both sides, there was concern about rounds that missed their targets and fell onto the people below. Obviously, to have thousands of small high explosive or incendiary "bombs" raining down on your fellow countrymen was not exactly a positive side effect of aerial combat. 

To minimize this hazard, various self destruct mechanisms were incorporated into aircraft (and anti-aircraft)  munitions. These would either be spin-decay types in the nose, which would fire once the spin rate of the round dropped to a certain minimum level, or time delay types that were attached to the tracer element, which would ignite after some period of time.

The marking typically found was a light green band around the base of the fuze. Not to be confused with a deep blue band, which indicated a secondary  incendiary component. 
HE-Incendiary-Tracer while typically not marked as such were self destructing as the tracer component acted as a time fuze.

Any more detail about SD rounds, why some were and others weren't would be appreciated!