This what your beloved DAC produce. I believe, if only the MSB+18 lowest bits are used keeping all others zero, There will be flatter steps. Even 2×19 bit for $5 is a bargain.
Show us your DAC schematic.
And we better see the DAC running in mono mode, differential output feeding an opamp filtered, then with a second opamp with the gain set to a +/- 15v output full scale (IE: at least +/-18v supply for the opamps), all mounted on a single PCB with proper ground planing and EMI filtering.
All I see is some inaccurate measurement where the scope probe is picking up ground ring and noise floor due to a misunderstanding how tiny a voltage the OP is trying to make and all it's surrounding consequences.
And if we see the DAC wired in a standard stereo mode, with all the gain in the measurement on the scope side, or you doctored the gain of the data for your other dac reference, then, I don't think you understand or read the DAC data sheet, or the consequences of the gain and bandwidth of using a scope's gain to measure the DAC's performance.
(I'll permit a 20vp-p output with a +/- 15v supply. as a valid test. And your output should be wired directly into your scope with a heavy thick shielded RCA cable tp RCA-BNC adapter, no probe, with your scope bandwidth set to 20MHz.)