From my experience you have to do it this way.
Screen space means it will ever be on screen, don’t caring about objects.
World space means it will be placed in world and so it will be affected by world objects.
If you find another way let me know. If I will find another one I’ll let you know too.
In the meantime, if you want, you can provide a screenshot so I can try to see if you can improve your result.