Comparison of the real and the redshift space of the two-point correlation function covariance matrices (the diagonal part) between the COVMOS and DEMNUni_cov experiments. Estimated diagonal of the two-point correlation function covariance matrix in real (top panel) and redshift space (bottom panel) estimated from 50 DEMNUni_cov realisations in black and 100 COVMOS realisations in red. Assuming a Gaussian distribution of the data, errors bars are computed from Eq. (28).