"We're just four girls from Korea, and it's unbelievable how much support people are giving us," the group tells PEOPLE as they celebrate the release of their debut album and upcoming Netflix documentary

BLACKPINK is taking over the world — one area at a time!

While celebrating the release of their debut album, fittingly titled The Album, and gearing up for their first Netflix documentary, the Korean girl group tell PEOPLE they couldn't be more grateful for their massive success. "We want to thank our fans for how far we've come and for how much we've received," Jennie says. "The four of us started dreaming of sharing music to the world and creating something new for people to enjoy."

blackpink at coachella
BLACKPINK (L-R: Rosé, Jisoo, Lisa, Jennie) perform at Coachella
| Credit: Rich Fury/Getty

Since their 2016 debut, Jennie, 24, Jisoo, 25, Lisa, 23, and Rosé, 23, have amassed over 12 billion views on YouTube, had their songs streamed billions of times, and broken three Guinness World Records after racking up 86.3 million views in 24 hours with the music video for their hit, "How You Like That." They've also become the second-most subscribed artist on YouTube with 50.3 million subscribers, trailing only Justin Bieber.

"I am always so thankful to our fans," raves Jisoo. "The energy and love I receive from them keeps me going and I am so glad we can be that energy for each other."

Now the ladies have become the first Korean girl group to garner a Top 20 single in the U.S. and have caught the attention of idols-turned-collaborators Lady Gaga, Selena Gomez, Dua Lipa, and Cardi B. "It's just a dream come true," says Jennie. "Lady Gaga reached out to us saying how much she loves our music, and we were just like, 'What?! She knows who we are?!’ That's how mindblown we were. We're so lucky and we can't wait for more."

"They were all dream collaborations," adds Rosé. "They've got our backs and we're very grateful to have their support."

BLACKPINK kicked off their first world tour in 2019, and became the first female K-pop group to perform at the Coachella Valley Music and Arts Festival. "We didn't have any expectations [before we went onstage]," recalls Jennie about their doubts anyone would come to see them amidst the desert heat. "Like, be ready for 10 people." Try tens of thousands. "As soon as we went up, everybody started screaming. That's a feeling I don't think we could ever forget."

"We always dreamed of people listening to our music in this way ... We're just four girls from Korea, and it's unbelievable how much support people are giving us," admits Rosé. "When we would go to all these different regions on tour, having people sing our songs in Korean is amazing. All these different parts of the world are giving us love, and we're very grateful for that."

In the Netflix documentary BLACKPINK: Light Up the Sky, they get candid about the highs and lows of sudden fame. "We wanted to shoot something fans have been wanting to see," says Jennie. "By the end we actually took away so much ourselves."

"Having cameras there is not something we're very used to, but we were very happy to be able to share this point in our careers, because we do know that our fans are dying to see that part of us," continues Rosé.

The women first met 10 years ago as "trainees" at South Korean company YG Entertainment, a powerhouse record label and talent agency where young hopefuls take singing and dancing classes for up to 14 hours a day, seven days a week. The goal is to be placed in a K-pop recording group, and many never make it beyond the grueling process.

"I'd ask myself, 'Do you want to give up because it's not easy?'" recalls Jisoo in the film about being under years-long pressure. Their dedication and perseverance paid off, but the ride has only continued to speed up. "We grew into something we didn't even know was possible," says Rosé in the doc.

Though they're larger-than-life onstage, on off days they prefer to keep things low-key. "I hang out with my cats, watch Netflix and try to sleep as long as I can," says Lisa. "The best thing is  'Oh, the sun's going down? I just woke up.?!' It's the best kind of day off for us to wake up as late as we can," agrees Rosé.

The ladies admit they don't have time for dating ("We're just so caught up in work right now"), but their fans (passionately known as Blinks) will be happy to know they even love spending their time off as a group. "We've been together for like 10 years, so it's weird to not have each other around," reveals Jennie. "Even with the tiniest thing — like if I want to choose something to wear on a day out — we're just so used to asking each other for opinions. It's so natural for us to hang out."

RELATED VIDEO: Selena Gomez Shares Teaser for New 'Ice Cream' Music Video with BLACKPINK

What sets BLACKPINK apart from other K-pop acts is their unique individual backgrounds. While Jisoo was born and raised in South Korea, Jennie spent much of her childhood in New Zealand, Lisa calls Thailand home, and Rosé grew up in Australia. Amid their meteoric rise, the stars — who call themselves "sisters" – are leaning on their tight bond more than ever while embracing their differences.

"[Our] different backgrounds are an important factor because every member puts in their little taste that makes BLACKPINK," says Rosé. "We're always learning from each other, and we're a great team."

As for what's next for the group, Rosé hopes to stay creative and "keep this roll going."

"We want to take the responsibility of our achievements and make sure to bring something better or something new next time," adds Jennie. "You could keep going back to BLACKPINK's music because it can never bore you."

For more from Blackpink, pick up the latest issue of PEOPLE, on newsstands everywhere Friday.