Unexpected curl download behavior

[PeterDaveHello]

When downloading not exist files, wget fails as expected as below:

pi@raspberrypi ~ $ nvm i 0.12
Downloading and installing node v0.12.18...
Downloading https://nodejs.org/dist/v0.12.18/node-v0.12.18-linux-arm-pi.tar.xz...
--2017-06-14 10:37:32--  https://nodejs.org/dist/v0.12.18/node-v0.12.18-linux-arm-pi.tar.xz
Resolving nodejs.org (nodejs.org)... 104.20.23.46, 2400:cb00:2048:1::6814:172e, 2400:cb00:2048:1::6814:162e
Connecting to nodejs.org (nodejs.org)|104.20.23.46|:443... connected.
HTTP request sent, awaiting response... 404 Not Found
2017-06-14 10:37:34 ERROR 404: Not Found.

Binary download from https://nodejs.org/dist/v0.12.18/node-v0.12.18-linux-arm-pi.tar.xz failed, trying source.
grep: /home/pi/.nvm/.cache/bin/node-v0.12.18-linux-arm-pi/node-v0.12.18-linux-arm-pi.tar.xz: No such file or directory
Provided file to checksum does not exist.
Binary download failed, trying source.
Additional options while compiling: --without-snapshot
Downloading https://nodejs.org/dist/v0.12.18/node-v0.12.18.tar.xz...
--2017-06-14 10:37:34--  https://nodejs.org/dist/v0.12.18/node-v0.12.18.tar.xz
Resolving nodejs.org (nodejs.org)... 104.20.23.46, 104.20.22.46, 2400:cb00:2048:1::6814:172e, ...
Connecting to nodejs.org (nodejs.org)|104.20.23.46|:443... connected.
HTTP request sent, awaiting response... 200 OK
Length: 12334060 (12M) [application/x-xz]
Saving to: ‘/home/pi/.nvm/.cache/src/node-v0.12.18/node-v0.12.18.tar.xz’

However, curl, by default, will only save the 404 html content into the file, which misleads nvm think it downloaded with success:

Downloading and installing node v0.12.18...
Downloading https://nodejs.org/dist/v0.12.18/node-v0.12.18-linux-arm-pi.tar.xz...
######################################################################## 100.0%
Computing checksum with sha256sum
Provided checksum to compare to is empty.
xz: (stdin): File format not recognized
tar: Child returned status 1
tar: Error is not recoverable: exiting now
Binary download failed, trying source.
Additional options while compiling: --without-snapshot
Downloading https://nodejs.org/dist/v0.12.18/node-v0.12.18.tar.xz...

[ljharb]

Is there an option to curl that can change this behavior?

[PeterDaveHello]

@ljharb looks like --fail will do so.