This work addresses the use of diversification and deconcentration strategies of primary sources of energy supply for the multi-objective design of distributed generation systems based on renewable sources. The Shannon–Wiener and Herfindahl–Hirschman indices are proposed as optimal design objectives. The utopia-tracking method is used to identify trade-offs between the total annual cost of the system and the efficiency of the storage system. The storage system is included in the assessment of diversification and deconcentration due to its functions as a backup unit in the event of adverse system operating conditions. Cases of interconnected and off-grid systems are addressed. The results show that, by including the storage system, an over-diversification of supply sources is generated and that, in the absence of various sources, as occurs in off-grid systems, storage generates sufficient flexibility to reach a trade-off among economic performance, diversification of supply sources and energy efficiency. The robust nonlinear programming model is fed with real data from a residential building.