I have read that the distinguishing feature is that natural diamonds have flaws. Entrapped dirt or what have you that is not found in the sterile environment of the synthetic ones.
Maybe a specialist could tell a natural, formed over thousands of years, flaw from a lab-grown flaw, but really I think it's more like you can get a better grade from a lab (and especially with consistency, frequency, at a much lower price due to being rare to find naturally occurring). i.e. you can get flawed and coloured lab-grown diamonds too. (A mix of taking less care/time, older equipment, and binning the results like silicon wafers I assume.)