On the pasuk בקרבה הבנים ויתרוצצו, Rashi explains that Yaakov and Eisav were fighting in the womb about who will inherit the two worlds, Olam HaZeh and Olam HaBa.
The Baal HaTurim says that they came to a compromise. Yaakov will receive Olam HaBa, and Eisav will get Olam HaZeh.
The Kedushas Levi (Vayishlach) teaches, "The Baal HaTurim states that Yaakov took Olam HaBa and Eisav took Olam HaZeh. Although there are wealthy Yidden, they have a lot of distress and agony [so they don't really enjoy Olam HaZeh]. There are some exceptions. These are the wealthy Yidden who use their wealth to serve Hashem. They can enjoy their wealth because Yaakov took the Olam HaZeh related to Olam HaBa."
So, Yaakov inherited Olam HaBa and all of Olam HaZeh when needed to attain Olam HaBa.
Bederech tzachus, the Yesod HaAvodah zt'l described what the division of the worlds between Yaakov and Eisav probably looked like:
One Shabbos, Eisav entered Yaakov's tent and saw Yaakov seated at the table with his students, enjoying a large meal with fish, meat, and other good foods. Eisav said, "We agreed that Olam HaZeh is mine! You don’t have a right to all of this."
Yaakov explained to him that Shabbos is הבא עולם מעין, an experience of Olam HaBa, and therefore he has a right to it.
On Sunday, Eisav returned to Yaakov's tent and found Yaakov and his students enjoying a meal again. "What happened today?"
"Today is rosh chodesh, and it is also like Olam HaBa..."
Thursday, Eisav returned to Yaakov's tent, and he saw Yaakov and his students eating another excellent meal. "What right do you have to this meal?" Eisav asked.
"We just finished masechta Bava Kama, and this is a seudas siyum. Come tomorrow to the beis medresh. We're beginning Bava Metzia. When we finish it, there will be another siyum."
The next morning, Eisav came to Yaakov's tent and tried to learn. They were discussing בטלית אוחזין שנים, and he quickly understood what he would have to put up with in the beis medresh for the next few months, so he ran away and went to Yishmael.
"What should I do with my brother, Yaakov?" Eisav asked Yishmael. "We made a deal that I inherit Olam HaZeh, and he inherits Olam HaBa, but he's taking both worlds!"
Yishmael replied, "Tell Yaakov that your knowledge that you won't receive Olam HaBa causes you to lose enjoyment in Olam HaZeh. So ultimately, you aren't getting either world."
Eisav said that to Yaakov, and Yaakov replied, "Don’t worry about it. After you die, you will get Olam HaBa."
Eisav was very happy with this answer. He can enjoy Olam HaZeh and earn Olam HaBa too. He is now equal with his brother because they will both get two worlds.
When Eisav died, the malachim brought him to Gehinom. "No! No! No! I made a deal with Yaakov, and I get Olam HaBa too."
The malachim told him, "He told you that so you could enjoy Olam HaZeh. Now that you've fully enjoyed Olam HaZeh, you will go to Gehinom. You don’t have a right to Olam HaBa," and they whisked him off to Gehinom.
