There is an end of sorts, and you get to it by playing adventure mode. To go into adventure mode, you have to find Maxwell's door in the sandbox world. Adventure mode consists of several 'levels' and once you beat the last one you to an ending.
Apart from that you can also use the various 'things' in the world to activate the wooden thing which will transport you to the next world, at least that is what I read.

Find all the parts in the world - than find the "gate" ...
Activate the gate to get transported to a harder world.

Go through 7 worlds to "win" .
It gets very frustrating after a while .

Thanks for this^!

I had already uninstalled and given up on this game, as I just have no interest at all in "see how long you can survive" games and rogue-like's in general. But, since there is an actual goal/end to it, I'll give it another try.