The behavior of browsers has changed in the second half of 2020 such that the accepted answer is no longer the case.

In order to protect against cross-site tracking, browsers have changed their caching strategy so that the cache key is now a combination of the requested resource, the domain requesting the resource, and possibly other parameters.

If your sites request the global jQuery, modules from unpkg.com, font files from Google fonts or GA's (Google Analytics) analytics.js, users will redownload the resources no matter if they downloaded and cached them for other sites already.1