In FreeNAS 11.2U3 (current), 'pkg audit -F' reports:

wget-1.19.4_2 is vulnerable:
wget -- security flaw in caching credentials passed as a part of the URL
CVE: CVE-2018-20483
WWW: https://vuxml.FreeBSD.org/freebsd/a737eb11-5cfc-11e9-ab87-8cec4bf8fcfb.html

wget-1.19.4_2 is vulnerable:
wget -- cookie injection vulnerability
CVE: CVE-2018-0494
WWW: https://vuxml.FreeBSD.org/freebsd/7b5a8e3b-52cc-11e8-8c7a-9c5c8e75236a.html

Looks like you need to update to the newest, 1.20.3:

http://git.savannah.gnu.org/cgit/wget.git/tree/NEWS 

Not sure if those CVEs actually affect FreeNAS, but still...