This paper proposes a many-objective ensemble-based algorithm to explore the relations among the labels on multilabel classification problems. This proposal consists in two phases. In the first one, a many-objective optimization method generates a set of candidate components exploring the relations among the labels, and the second one uses a stacking method to aggregate the components for each label. By balancing or not the relevance of each label, two versions were conceived for the proposal. The balanced one presented a good performance for recall and F1 metrics, and the unbalanced one for 1-Hamming loss and precision metrics.