There's no such thing as H4O2 in this world.
There is 2 H2O, that is, two H2O molecules, but they'll not be bonded like the hydrogens are bonded to the oxygen on the water molecule, hence you shouldn't call it H4O2.
But if it did exist (the said H4O2 compound), it most certainly would have different properties from those of H2O.
Take graphite and diamond, for example. What if I told you both of them are made only of carbon atoms?
The only difference on the molecular level is the arrangement of these atoms. Yet, they have so many differences on the macroscopic level that it is kinda counter-intuitive.
White phosphorus and red phosphorus (and scarlet, and violet, and black phosphorus) are another example (they're all made of phosphorus atoms only, and have very different properties).