So i have a 1.20.4 mod that saves data and loads it using commands. but the problem is that its not saving separately for each world. so i was looking through the docs and stumbled upon (SD) but the docs arent really helpful. 
heres my script to save data
 

package com.example.coordinatesmod.commands;

import com.mojang.brigadier.CommandDispatcher;
import com.mojang.brigadier.arguments.StringArgumentType;
import net.minecraft.commands.CommandSourceStack;
import net.minecraft.commands.Commands;
import net.minecraft.network.chat.Component;
import net.minecraft.server.level.ServerPlayer;
import net.minecraft.server.MinecraftServer;
import net.minecraft.world.level.storage.LevelResource;

import java.io.*;
import java.util.HashMap;
import java.util.Map;

public class SaveCoordsCommand {
    private static final Map<String, String> namedCoordinates = new HashMap<>();
    private static File saveFile;

    public static void register(CommandDispatcher<CommandSourceStack> dispatcher) {
        dispatcher.register(Commands.literal("savecoords")
                .then(Commands.argument("name", StringArgumentType.string())
                        .executes(context -> {
                            ServerPlayer player = context.getSource().getPlayerOrException();
                            String name = StringArgumentType.getString(context, "name");
                            String coords = String.format("X: %.1f Y: %.1f Z: %.1f", player.getX(), player.getY(), player.getZ());
                            namedCoordinates.put(name, coords);
                            saveFile = getSaveFile(context.getSource().getServer());
                            saveCoordinatesToFile();
                            player.sendSystemMessage(Component.literal("Coordinates saved: " + name + " " + coords));
                            return 1;
                        }))
        );

        loadCoordinatesFromFile();
    }

    public static Map<String, String> getNamedCoordinates() {
        return namedCoordinates;
    }

    private static void saveCoordinatesToFile() {
        try (PrintWriter writer = new PrintWriter(new FileWriter(saveFile))) {
            for (Map.Entry<String, String> entry : namedCoordinates.entrySet()) {
                writer.println(entry.getKey() + ":" + entry.getValue());
            }
        } catch (IOException e) {
            e.printStackTrace();
        }
    }

    private static void loadCoordinatesFromFile() {
        if (saveFile == null || !saveFile.exists()) {
            return;
        }
        try (BufferedReader reader = new BufferedReader(new FileReader(saveFile))) {
            String line;
            while ((line = reader.readLine()) != null) {
                String[] parts = line.split(":", 2);
                if (parts.length == 2) {
                    namedCoordinates.put(parts[0], parts[1]);
                }
            }
        } catch (IOException e) {
            e.printStackTrace();
        }
    }

    public static void clearCoordinates() {
        namedCoordinates.clear();
        saveCoordinatesToFile();
    }

    private static File getSaveFile(MinecraftServer server) {
        File worldDirectory = server.getWorldPath(LevelResource.ROOT).toFile();
        return new File(worldDirectory, "coordinates.txt");
    }
}

 

the world capability works for the current world and its different for every dimension 
sound like what you need 
the only thing is you cannot access data from a diferent world

things like reading a data of the overworld from the nether would nwork