I think WorldClim data set is global and you have to clip your AOI from the whole data set. You can download environmental data from http://worldclim.org/version2
Worldclim give you a global rang of data. You can download it and clip the geographic extent that you're looking for by specifying the longitude and latitude using ArcMap - Esri Software (or Qgis-Open Source).
I've attached a guide that illustrate all the step needed in order to clip properly your data.