Downloading theme via Wget

Hi !

I want to download the sweet-mars theme via wget, but the command I try wont work :
wget -O Sweet-mars.tar.xz

And also tried this one :
wget -O Sweet-mars.tar.xz
Because when you put this URL in your Browser it downloads the file, but it didn’t work either

I tried both this command several times, but never worked

I want to do it so I can add this command to a script.

Can someone tell me my mistake, please ?

EDIT : Adding some precisions