A heterostructure is composed of two (or more) thin layers. If you can use a well-collimated x-ray beam you can obtain the diffraction pattern of each layer separately varying the perpendicular position of the sample. For that, your diffraction volume must be less than the thickness of the layer.
A physical mixture XRD will certainly show multiple peaks of different orientations for both the compound. Whereas, a clean heterostructure will have lesser number of oriented peaks. Additionally, you may see slight shift in 2 theta position in case of heterostructure due various physical and chemical interactions at the interface such as strain, lattice mismatch, hybridization etc.
In this reference paper (https://journals.aps.org/prapplied/abstract/10.1103/PhysRevApplied.13.044075)
you can find a clear difference between a polycrystalline physical mixture XRD (in ESI) and film XRD (Ti3AlC2/c-Al2O3 heterostructure).