There is a Worldsend near Church Stretton, do you think this is where he meant? Though I can't see a suitable baptism near there either. 
Most likely as I was wondering if they meant Worlds End.
The 1841 Census has him living at Harborne, Staffordshire (born Staffordshire), England and the 1851 has it as Harborne, Worcestershire, England (born Wolds end Shropshire) (if I have the right family in 1851).
His first born daughter born 1806 married at West Bromwich in 1837 (which I believe used to also be a part of Staffordshire). All of his children's births are in Smethwick Staffordshire.
He may have been born Josiah as this is the name used for his first child but all others after her say Joseph.