Difference in σ-deviation between the covariance matrices of the multipoles of the two-point correlation function estimated from 100 COVMOS realisations and 50 DEMNUni_cov realisations. This difference is normalised by the predicted Gaussian errors estimated from Eq. (28). The upper panel stands from the comparison of the monopole in real space, while the bottom panels stands for the covariance terms of the multipoles in the redshift space.