return Asynchronous request data

[Dat One Lefty]

I currently have the code

function httpGet(theUrl)
{

var xhttp = new XMLHttpRequest();
xhttp.onreadystatechange = function() {
  if (this.readyState == 4 && this.status == 200) {
return this.responseText;

  }
};
xhttp.open("GET", theUrl, true);
xhttp.send();
}

when i replace return with code to set a div, it replaces, but when I try to return the data, it returns undefined.

How can I make the data return properly?