Save Web Service Response as XML

I'm working with HP UFT nad HP ALM. I'm trying to save a web service response as xml in an API-Test. I found many tutorials to save a response in an Excel but it's not what i want. Is this possible. If not, is it possible to download an .wsdl response.

API-Test construction

1) Control if there exist an specific xml file(refernce.xml) on my computer
2) If not then stop the test/if the reference.xml exist then keep going
3) Now I want to save the response
4) Compare the 2 files(reference.xml and downloaded xml)