Rufus & Martha Wainwright, Royal Opera House, London

Rarely has there been a more affably erudite performer than Rufus Wainwright. As he cracks a one-liner about Richard Wagner on stage at the Royal Opera House, his sister Martha – with whom he shares the stage tonight – and the crowd chuckle. Moments later, the siblings burst into a cover of Elton John and Kiki Dee's 1976 number one "Don't Go Breaking My Heart", during a performance also including work by Edith Piaf, Leonard Cohen and their late mother, Kate McGarrigle, as well as original material from both Wainwright children. This is not under any circumstances a traditional gig.

Split into two halves – the first Martha, the second both siblings – the show is firstly a display of astonishing natural musical talent. Both Martha and Rufus have exceptional voices, each able to soar into its high register with precision and power, or earnestly communicate powerful emotions without ostentation.

Martha's absorbinglyricism shines through on "When The Day Is Short", while her superb vocals fill the Piaf covers with a tangible lament. The marvellous "Factory" is her highlight, marrying her wonderful voice with some of her best songwriting.

Rufus is well known for his complex arrangements and ambitious themes, and a penchant for the over-dramatic, but his remarkable inherent talent ensures that even his most heart-on-the-sleeve lyrics are delivered with a pained sincerity. However, his best track is his simplest – a solo rendition of "The Art Teacher", which melds melodrama and melody to breathtaking effect.

When combined, the Wainwrights' voices unite effortlessly and beautifully. Their cover of Ewan MacColl's "Sweet Thames Flow Softly" overruns with gorgeous harmonies, "In My Arms" with a raw passion, which is impossible to resist. The pair's vocals are able to unconsciously find the gaps in each other and fill them instantly.

However, the show suffers from disjointedness. While each cover – John and Dee aside – has laudable goals, whether honouring the memory and talent of McGarrigle or the influence of Cohen, the work of the acts we're here to see, especially Rufus, becomes sidelined. Consequently, the gig sometimes loses its way, feeling more like a series of individual songs than a contiguous performance, a feeling only enhanced by the show's sizeable running time.

Yet watching musicians with a level of talent this extraordinary, it's hard not to be compelled.

House of Rufus: to 23 July (020 7304 4000)