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Space-limited and low-temperature environments demand battery materials with both high volumetric capacity and fast charge-storage kinetics. To address this need, we investigate the electrochemical Li+-insertion behavior of high-density niobium–tungsten oxide (NWO) Wadsley–Roth phases at room temperature (25 °C) and 0 °C. These phases contain orthogonal crystallographic shear planes that form an m × n block structure around a corner-sharing network. We compare three NWO materials: Nb12WO33 (3 × 4), Nb14W3O44 (4 × 4), and Nb16W5O55 (4 × 5). Operando electrochemical X-ray diffraction shows that structural evolution during Li+ insertion becomes more complex as block size increases. At a C/10 rate and 25 °C, all three phases store more than 1 Li+/e– per transition metal (TM), with Nb14W3O44 (4 × 4) and Nb16W5O55 (4 × 5) reaching volumetric capacities of 1315 and 1247 mAh/cm3, respectively. Rate capability measurements at 25 and 0 °C show that larger block sizes maintain higher capacity at slow (dis)charge rates, whereas asymmetric block sizes (m ≠ n) deliver greater rate capability. All three materials outperform a commercial graphite anode in volumetric capacity, rate capability, and long-term cycling, with each material retaining over 90% of capacity at 25 °C and 95% at 0 °C after 500 cycles. These results highlight NWO phases as promising candidates for lithium-ion batteries that require high volumetric energy density, high power, and reliable low-temperature operation.