No, you can't
There's a difference between the Border Ethereal and the Deep Ethereal. Every world has its own Border Ethereal Plane that coexists like a distorted mirror of that world's reality. You would have to leave the border into the Deep Ethereal, travel the distance between the worlds, enter the Border Ethereal of the new world, and leave the Ethereal Plane into the new Material Plane.
It's not really a rules question, but a question of how the cosmology works in D&D. That's why I was very confused about the RAW part of your question.
You can picture the Border Ethereal like when Frodo puts on the One Ring in The Lord of the Rings. It's more like an in-between... a threshold dimension between the Deep Ethereal and the Material Plane. You can travel through it in all three dimensions, but that's just not enough to change worlds... because in that threshold dimension, you're still bound to your "planet" (so to speak).
Though it's theoretically possible
But because the Ethereal Plane is pretty much the glue that holds the multiverse together, you can travel to other worlds through the Deep Ethereal. But that's not a walk in the park - more of a whole odyssey/adventure/campaign. Just imagine it this way: You want to get to Mars. Etherealness is an airplane, but what you need is a spaceship.
D&D used to have several options to get to the Deep Ethereal, but they're almost all gone in 5e. So it's more or less up to the DM to get the party through the Deep Ethereal to another world before they can cast spells like Gate or Plane Shift.
But...
... there's a catch about all that. It's 3.5e lore.
The 5e Dungeon Master's Guide is not very clear about the Deep Ethereal. It just tells you how to get there and that you're somehow able to traverse between planes (DMG, p. 48-49):
To reach the Deep Ethereal, one needs a plane shift spell or arrive by means of a gate spell or magical portal. Visitors to the Deep Ethereal are engulfed by roiling mist. Scattered throughout the plane are curtains of vaporous color, and passing through a curtain leads a traveler to a region of the Border Ethereal connected to a specific Inner Plane, the Material Plane, the Feywild, or the Shadowfell. [...]
Traveling through the Deep Ethereal to journey from one plane to another is unlike physical travel. Distance is meaningless, so although travelers feel as if they can move by a simple act of will, it’s impossible to measure speed and hard to track the passage of time. A trip between planes through the Deep Ethereal takes 1d10 × 10 hours, regardless of the origin and destination. In combat, however, creatures are considered to move at their normal speeds.
It doesn't tell anything about different worlds on the Material plane. But the Deep Ethereal apparently still connects the Material Plane, the Shadowfell and the Feywild. But it's not very clear how worlds on the Material Plane are (if so) interconnected through the Deep Ethereal.
The Border Ethereal stayed pretty much the same, though (DMG, p. 48):
From the Border Ethereal, a traveler can see into whatever plane it overlaps, but that plane appears muted and indistinct, its colors blurring into each other and its edges turning fuzzy. Ethereal denizens watch the plane as though peering through distorted and frosted glass, and can't see anything beyond 30 feet into the other plane. Conversely, the Ethereal Plane is usually invisible to those on the overlapped planes, except with the aid of magic.
[...] The Ethereal Plane also disobeys the laws
of gravity; a creature there can move up and down as easily as walking.
So what we know about the Ethereal Plane... Toril, Shadowfell and Feywild are embedded within it like islands in the ocean, where the Border Ethereal is the coastlines and the Deep Ethereal is the deep/high seas.
If we take JC's confirmation into account, it seems that every Material Plane world is embedded into the Ethereal as well. But we don't have anything about how they're connected exactly. I suspect that that's intentional, so that a DM can decide whether (and how) they limit the universe for their table to their likings.
It's theoretically possible to teleport from Faerun to Eberron, but that doesn't mean, that you can reach it through the Border Ethereal. The nature of the ethereal plane is very much untouched from JC's statement.