I am more in favor of a splashy trade to add to the current Cup window than most Caps fans would be. That being said, I don't think this is one.
While that line-up looks awfully impressive, start looking at the special teams and you'll see where this deal breaks apart. The Caps don't have enough powerplay minutes to fit all that offensive talent together, and the Sedins aren't a particularly great need for the Caps' existing PP scheme considering they already have elite puck distributors in Backstrom and Kuznetsov. The only way the Caps could really fit them in would to be to restructure their second PP unit around the Sedins, which doesn't seem particularly likely or viable with a mid-season trade.
Similarly, you see the PK suffer. Once Eller is gone, who kills penalties for the Caps? The team is already down one PKer relative to last season with the subtraction of Chimera and Richards (with Eller taking Richards' minutes). You subtract Eller, and the only PKing centers the Caps would have are Beagle and Backstrom. Hardly any depth, and that would force a much larger PK role for Backstrom (not an ideal usage of Backstrom) and possibly require one of Henrik or Kuznetsov to learn the trade on the fly.
Adding the Sedins would be creating a glut of talent without the proper roles available to make use of that talent, while simultaneously creating shortfalls on the PK, 2RW, and match-up/shutdown center roles. Add on the fact that Andre Burakovsky was a high-end even strength producer last season (he only had 2 fewer EVG than Daniel Sedin) despite spending the first half the season on the 4th line, and the deal becomes a tougher sell. I think the Capitals would rather hang onto one of their most cost effective assets in Burakovsky (great production on ELCs is a frequent component of Stanley Cup winners) and look to upgrade the roster in other ways.