“40x” or “80x” on a compact camera is only a zoom ratio, not a direct measure of wildlife reach. For interchangeable-lens cameras like your Nikon D5000, what matters is focal length.

There generally isn’t an affordable DSLR lens equivalent to a compact superzoom’s full range. Extremely long Nikon F-mount lenses exist, but they are large and very expensive. More realistic budget wildlife options mentioned were lenses like a Sigma 120-400mm or 150-500mm, which can give useful reach, though they are much bigger and heavier than your current setup.

Another approach is a telephoto prime lens, which can be a better wildlife tool than a zoom if you mostly shoot at the long end anyway. You could also consider a teleconverter for more reach, but that reduces light and may lower image quality.

Beyond gear, wildlife photography often depends just as much on fieldcraft: getting closer safely, staying hidden, and waiting in a good location can matter more than chasing bigger zoom numbers.