XNA - About the relation between world space and the screen space?

Screen space is presumably the same thing as Client Space. Client space goes from (0,0) in the top left corner to (width, height) in the bottom right. "Up" is Y-.

I don't believe it was space relationships that caused what you saw (in your first edition of your question). The matrix is ambidextrous in that regard to what space it is in. If you feed it screen space values, it returns screen space values.

So the relationship (screen/world) is not relevant and not existent.

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