Two asymmetric aqueous electrochemical capacitors operated in 5 M LiNO3 are reported: C/Ba0.5Sr0.5Co0.8Fe0.2O3-δ (BSCF) and FeWO4/BSCF, with activated carbon and FeWO4 (synthesized by a precipitation method) as negative electrodes, respectively, and BSCF (synthesized by a modified glycine-nitrate process) as positive electrodes. These two devices were operated between 0 and 1.6 V and between 0 and 1.4 V, respectively. They demonstrated a remarkable cycling ability with a high capacitance retention over 10,000 and 45,000 cycles, respectively. Thanks to the high density of BSCF, the C/BSCF device exhibits a volumetric energy density up to 2.7 Wh L−1 at low current densities. This study demonstrates the advantages and limits of the use of high density multicationic oxides with pseudocapacitive behavior to improve the volumetric energy density of aqueous electrochemical capacitors.