Hello. No it does not achieve the result goes in the blender. I have tried different ways and not all. Tell me whether it is possible to get the same net as normal mapping program blender? I am attaching a picture. From top to bottom of the blender UE4. Just a link to a file with meshes http://blender3d.org.ua/forum/beginner/iwe/upload/3244-Normaltest.blend
triangulate low poly mesh before baking and use fbx to export it. During import process make sure UE wont recalculate mesh normals but keep using those exported with the mesh (there is drop down menu that will let you chose witch normals to use).