There is something called the global gemset, and it is shared between all your gemsets of a certain ruby-version. But you can’t share gems between ruby-versions.
However, what you can do is create a list of gems that will be installed automatically when adding a new ruby version. That is described here. In short: edit a file called ~/.rvm/gemsets/global.gems to contain the list of gems you want to be there for each ruby-version.
Hope it helps.