The voltages are different, but 8X chipsets are compatible with 4X as well. However they're not compatible with 2X cards due to the voltage differences, and sometimes 2X cards were notched so they'd fit into slots they shouldn't have.
4X is 1.5V, 8X is 0.8V.
Just in case you wanted to know the details so you'd know WHY things work they way they do.