There will be potentially be an extra delay as creating a separate zone for the world.example.com subdomain typically also implies delegation to different authoritative name servers.
If the same authoritative nameservers are used for both the example.com and the world.example.com zones there is no performance difference.
DNS resolvers need to follow the delegation from the TLD to an authoritative name server.
When the resolver reaches authoritative name servers for the example.com domain and you have a resource record for hello.world(.example.com.) in that zone a response will sent immediately.
If the authoritative name servers for the example.com domain are also authoritative for the world.example.com sub-domain, the response for the hello.world.example.com. record will also be sent immediately.
If world.example.com is configured as separate a zone the authoritative name servers for the example.com will send a response with further delegation details and the NS record(s) of authoritative name servers for the world.example.com. zone:
world.example.com. IN NS ns.world.example.com.
world.example.com. IN NS ns1.example.org.
; GLUE
ns.world.example.com. IN A 192.2.0.1
The resolver will need to follow that delegation and sent extra queries to:
- potentially locate those name servers (for example in the case of the ns1.example.org. NS record)
- query one of the authoritative name servers for the
world.example.com. zone for the hello(.world.example.com.) record.