Hi Klaus,
The noise of the scope (and any scope, generally) is directly related to the attenuation settings of the front end. Typically, the noise on the scope is a combination of the signal offset and the screen scaling. For the 4000 X-Series, page 24 of the data sheet specs the "DC vertical gain accuracy" as +- 2% of the full scale (assuming 1:1 probing attenuation). Then you have +-.1 divisions of "DC vertical offset accuracy"
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The reason it's like this is that the scope's front end attenuates the signal for the ADC in such a way that the ADC gets similar voltage ranges regardless of the front end's attenuation settings. This is why when you go from 50 to 20 your noise % is roughly the same.
This is a pretty common question, let me know if I didn't explain well enough!
-Daniel