A scatterometer performs diffraction based measurements of one or more parameters of a target structure. To make two-color measurements in parallel, the structure is illuminated simultaneously with first radiation (302) having a first wavelength and a first angular distribution and with second radiation (304) having a second wavelength and a second angular distribution. The collection path (CP) includes a segmented wavelength-selective filter (21, 310) arranged to transmit wanted higher order portions of the diffracted first radiation (302X, 302Y) and of the diffracted second radiation (304X, 304Y), while simultaneously blocking zero order portions (302″, 304″) of both the first radiation and second radiation. The illumination path (IP) in one embodiment includes a matching segmented wavelength-selective filter (13, 300), oriented such that a zero order ray passing through the illumination optical system and the collection optical system will be blocked by one of said filters or the other, depending on its wavelength.