Sensitivity is determined by system noise, i.e. noise spectrum density
integrated over noise bandwidth.
Oscilloscope is a broadband system,500MHz in your case; while spectrum
analyzer is a narrowband system, realized by mixer + high Q filter (BPF),
resolution bw (noise bandwidth) typically between 100Hz and 1MHz. Although
the two systems may have comparable noise spectrum density by design, the
rms noise you mentioned above could be significantly different due to the
noise bw.
This difference co