While the performance impact of the MultiWorld plugin is negligible, you must roughly consider that all active UWorld instances consume memory and all ticking worlds consume time.
By default only the Active World is ticking, and all the other UWorld instances do not add any performance cost to the game. If you configure other UWorld instances to tick in Background, then they'll Tick in sequence during the same frame.
On the GPU, by default only the Active World is rendering, and all the other UWorld instances do not add any load on the GPU. The only case where multiple UWorld instances are rendering in the same frame is when you use the Scene Capture features of MultiWorld (e.g. to provide a nice visual transition when switching the Active World, or if implementing security camera effects, etc).
On memory, each UWorld instance has a copy of the loaded map, this means that the content associated to the corresponding `UMAP` file is loaded in memory. Assets are usually shared by Unreal Engine (e.g. the same static mesh used in two UWorld instances is allocated only once).