Right I did more testing, funny I'm only doing these test after owning the bench meters for so many years just because of a newly acquired DMM. I won't reveal the DUT yet

until I learn how to calibrate it.
As I edited/mention in my original post, my old and trusty Fluke 8840A, HP 3468A and HP 34401A displays identical DCV results the only difference is the negative symbol when I reverse the leads. I used Fluke leads and a second pair of Chauvin Arnoux leads for confirmation.
For my Fluke 187, 189, Uni-T UT71D all exhibits some sort of difference in the mV range. The voltage source is a Geller SVR with a custom trimmed 5.0000V Analog Devices AD586KQ voltage reference. I don't think precision matters much but the noise does.
These are the results
Fluke 187 - 4.9997 (-4.9995)
Fluke 189 - 5.0000 (-4.9998)
Uni-T UT71D - 4.997 (-5.000)
unknown DMM - 5.000 (-4.983)
The Fluke 189 was recently calibrated.
I couldn't try a battery because the voltage drops as I try to take a reading. I tried a HP E3610A power supply at 0.9xxV. The Flukes and Unknown DMM passed with flying colors, identical results in the positive and negative range. So this means the voltage source is the problem. The Uni-T was reading 0.902(-0.906), the Uni-T never impress me much, it's has very poor repeatability in the low mV range. Just so you know, I was trying to measure current with sense resistor so I need accurate mV readings.