世间 = 人間, the place on earth we (living people) live.
世界, world, the earth round, the place occupied by all beings.
In the broader view, they mean the same, but in the narrower view, 世间 implies a definite space we (the living beings) live on, while 世界 is more general, or vague.
间 - a room, or a space, 世间 (人间,陽间) the place on earth we (the living beings) live; the opposing space is 陰间 (a place the dead lives).
界 - boundary, the realm, which includes 上界(天界, a place god lives), 下界(地界, a place the living beings live), and 陰界 (the place the ghost lives).
Because of the slight difference, sometimes one cannot replaces the other. For example:
世间(上)商人多陰險狡詐 shouldn't be replaced by 世界(上)商人多陰險狡詐.
And, 世界各國...shouldn't be replaced by 世间各國...
This answer can be confusing, but, hey, just writing for fun :)