Nanolaminates based on ferroelectric polycrystalline doped HfO₂ have gained interest because those compounds show enhanced functional properties. Here, we achieve coexisting improvement of remanent polarization and dielectric permittivity in wake-up-free epitaxial Hf_0.5Zr_0.5O₂/HfO₂ nanolaminates with different numbers of HfO₂ nanolayers if compared with Hf_0.5Zr_0.5O₂ single films of equivalent thickness or other reported polycrystalline nanolaminates. Comprehensive structural characterization reveals that the origin of the enhancement must be the larger amount of the orthorhombic phase in the nanolaminates. The retention of nanolaminates is greater than that of Hf_0.5Zr_0.5O₂ single films; however, fatigue is larger and ferroelectric switching is slower in the nanolaminates compared with single layers. The present work reveals nanolamination in high-quality films as a strategy to increase dielectric permittivity without important degradation of other functional properties.