Since wget2 is still alpha it is not "acceptable" in homebrew-core. If you still do want to install it with homebrew you can using this tap.
H/T dedsec1 and jakob-stoeck.
GNU Wget2 is the successor of GNU Wget, a file and recursive website downloader.
Designed and written from scratch it wraps around libwget, that provides the basic functions needed by a web client.
Wget2 works multi-threaded and uses many features to allow fast operation.
In many cases Wget2 downloads much faster than Wget1.x due to HTTP zlib compression, parallel connections and use of If-Modified-Since HTTP header.