migration tool that exports the full website

Hi
I made an export of the site I have on my web server
so that I can have a backup copy on my computer.
After installing WP on my computer I imported the exported WP site
and what I found was that only the pages and menus where imported but
not the theme nor the images and I wonder if there is any tool that can export the whole thing so that the full website can be later imported without having to reinstall the theme, adjust the menu structures, background color, etc. by hand. Ie the web site is up and running once imported.
Many thanks