How to save wordpress xml export file to save domain server?

In wordpress when we click on the Tool>export button it will download the xml file to our computer.but i want to save this file to same domain name and to that hosting .how to do this?
I wan to use fuction like

$file = 'wordpress.xml';
// save the xml file to same hosting server where domain is host not our computer
$current = file_get_contents($file);

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