The Unthanks play Robert Wyatt and Antony and the Johnsons, Union Chapel, Islington

Ways to stay warm under the covers

Rachel and Becky Unthank have often covered songs by Robert Wyatt or Antony Hegarty in their live set, so it was a simple step to go the whole hog and devote an entire show to the two writers' work.

It is an idea the girls call "a nice Christmas treat" for themselves. And for us, too.

It is not hard to see the appeal of the two men's work. Wyatt and Hegarty are vocal stylists working outside the mainstream, reluctant to sacrifice their individuality – and their vulnerability – to the brutish instincts of Anglo-American popular culture. This parallels the way the Unthanks' voices seem to co-exist in an enchanted space, gossamer-light yet fiercely proud, protective of their north-eastern roots. And all four singers cannot help but be political.

For tonight's show, those light and airy voices are borne aloft by sparse and gentle accompaniment – the merest hints of piano, harmonium or accordion, the tiniest taps of brushes on cymbals, the paw-pad tread of double bass – and string quartet arrangements that range from sweet to astringent. The collective restraint enables the sisters to animate the songs with the subtlest of accents and emphases. Becky's voice is breathy and soft on "Bird Gehrl" and "You Are the Treasure"; Rachel's is higher and more fragile on "Man is the Baby" and "Out of the Blue".

On a song like Hegarty's "Paddy's Gone", the simplicity and fragility of the sentiment ("Loved that man/ Scared without him/ Paddy's gone/ For a long time") is conveyed perfectly by the directness of the delivery. On "Another World" the plaintive plea is underscored by tiny weeping phrases of bowed saw. Introducing "For Today I Am a Boy", Rachel says it is apt for her sister to sing it, as when Becky was very young she believed she would become a boy when she reached their brother's age. Then again, she adds, it wasn't a belief that was confined to humans – Becky also believed she would transform into a dog when she reached their pet's age, and this excited her more because it would happen sooner.

If the first half of the show is the more delicate, the second half, consisting of songs by Robert Wyatt, is presented more diversely, with the promised clog-dancing bowling "Dondestan" along, Becky's feet a blur of double-time rhythm alongside her sister's more simple time-keeping. Rachel serves a similar function on the evening's highlight, "Sea Song", tick-tocking her heels beneath the lilting accordion and harmonies and Becky's enchanting delivery of this most moving of Wyatt's melodies. Elsewhere, "Soup Song" – a silly piece about a bit of bacon in a pot – is accompanied, aptly, by ukulele and double bass and the more exacting arrangement of "Cuckoo Madame" recalls the furrow-browed sternness of the avant-gardists Henry Cow.

Wyatt's contributions are more political than Hegarty's – "Lisp Service" and "Out of the Blue" empathise with the civilian victims of bombing. The latter song's wintry string tonalities nail home its refrain, "You have planted all your everlasting hatred in my heart". But the band's arrangement of "Free Will and Testament" engages most, Rachel adding xylophone to the harmonium and violin as Becky delivers Wyatt's weary philosophical musings, heavy of heart but light of spirit.