In a large saucepan or stockpot, melt butter over medium-high heat. Add sweet potatoes, carrots, apple and onion; fry, stirring often, until softened and translucent, about 10 minutes.
Add broth, water, lentils, ginger, salt, cumin, chili powder, paprika and black pepper; bring to boil over high heat. Reduce heat to medium-low and simmer, covered, until lentils and vegetables are soft, about 30 minutes. Allow to cool.
Working in batches, pour the cooled soup into a blender, filling no more than halfway. Hold down the lid of the blender with a folded kitchen towel and carefully start the blender, using a few quick pulses, before leaving it on to purée. (Alternately, you can use an immersion blender and purée the soup in pot.) Return to pot and reheat before serving.