You can compare one meter against the other to see how closely they agree but that tells you next to nothing about the accuracy of the meters, unless one is of known high accuracy. Also an electronic load like you've shown probably isn't that useful, especially for low level currents.
If you had a known accurate power supply voltage with a known accurate resistor you could check the known current accuracy of your meters. Without knowing 2 of the variables in the equation E=IR you can't accurately calculate the third. Also the R in the equation is the known accurate resistor plus the meter resistance.