No it has to be 4 different worlds.
Actually, the rule says -
It is your choice what worlds to move to, but each world must be different than the previous one. Depends on your take on it (and of course Metro will say what is the right take), but I read it that as long as you do move to another world, you could potentially move back to a previous world. Of course, I could be totally wrong. I'm not sure how friends are affected if you move back to a world where you were before - if the friends you had remember you when you move back again, then obviously you would have an advantage and so then I guess it would have to be 4 different worlds.