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Lung cancer accounts for more deaths worldwide than any other cancer disease. In order to provide patients with the most effective treatment for these aggressive tumours, multimodal learning is emerging as a new and promising field of research that aims to extract complementary information from the data of different modalities for prognostic and predictive purposes. This knowledge could be used to optimise current treatments and maximise their effectiveness. To predict overall survival, in this work, we investigate the use of multimodal learning on the CLARO dataset, which includes CT images and clinical data collected from a cohort of non-small-cell lung cancer patients. Our method allows the identification of the optimal set of classifiers to be included in the ensemble in a late fusion approach. Specifically, after training unimodal models on each modality, it selects the best ensemble by solving a multiobjective optimisation problem that maximises both the recognition performance and the diversity of the predictions. In the ensemble, the labels of each sample are assigned using the majority voting rule. As further validation, we show that the proposed ensemble outperforms the models learning a single modality, obtaining state-of-the-art results on the task at hand.