Besides the fact that I don't know if the output of that URI is (valid) XML anyway, maybe you could read up (man) on basic download tools as in (e)links (-dump to stdout and redirect output) or wget (-O or --output-document)?
That's not a scripting issue but an issue with an incomplete installation or upgrade of whatever libraries 'wget' requires. Please look at your Operating Systems documentation if you're not familiar with verifying, installing or upgrading packages.