Dielectric capacitors have the highest charge/discharge speed among all electrical energy devices, but lag behind in energy density. Here we report dielectric ultracapacitors based on ferroelectric films of Ba(Zr0.2,Ti0.8)O3 which display high-energy densities (up to 166 J cm-3) and efficiencies (up to 96%). Different from a typical ferroelectric whose electric polarization is easily saturated, these Ba(Zr0.2,Ti0.8)O3 films display a much delayed saturation of the electric polarization, which increases continuously from nearly zero at remnant in a multipolar state, to a large value under the maximum electric field, leading to drastically improved recyclable energy densities. This is achieved by the creation of an adaptive nano-domain structure in these perovskite films via phase engineering and strain tuning. The lead-free Ba(Zr0.2,Ti0.8)O3 films also show excellent dielectric and energy storage performance over a broad frequency and temperature range. These findings may enable broader applications of dielectric capacitors in energy storage, conditioning, and conversion.