The diversity visa program works on country of birth, not citizenship, so it doesn't matter which citizenship you use when you apply.
There are some cases in which you may be able to use the country of birth of your spouse or of your parents, so you may actually be faced with a choice, but as asked, your question does not imply that applies in your case. In any event, the program's statistics concern country of birth, not of nationality.
See, for example, the instructions for 2018:
Requirement #1: Individuals born in countries whose natives qualify may be eligible to enter.
Note the word native rather than citizen or national.
From the FAQ:
1. What do the terms “native” and “chargeability” mean?
Native ordinarily means someone born in a particular country, regardless of the individual’s current country of residence or nationality. Native can also mean someone who is entitled to be charged to a country other than the one in which he/she was born under the provisions of Section 202(b) of the Immigration and Nationality Act.
Because there is a numerical limitation on immigrants who enter from a country or geographic region, each individual is charged to a country. Your chargeability refers to the country towards which limitation you count. Your country of eligibility will normally will be the same as your country of birth. However, you may choose your country of eligibility as the country of birth of your spouse, or the country of birth of either of your
parents if you were born in a country in which neither parent was born, and in which your parents were not resident at the time of your birth. These are the only three ways to select your country of chargeability.
Listing an incorrect country of eligibility or chargeability (i.e., one to which you cannot establish a valid claim)
will disqualify your entry.
2. Can I still apply if I was not born in a qualifying country?
There are two circumstances in which you still might be eligible to apply. First, if your derivative spouse was born in an eligible country, you may claim chargeability to that country. As your eligibility is based on your
spouse, you will only be issued an immigrant visa if your spouse is also eligible for and issued an immigrant visa. Both of you must enter the United States together using your DVs. Similarly, your minor dependent child can be “charged” to a parent’s country of birth.
Second, you can be “charged” to the country of birth of either of your parents as long as neither of your parents was born in or a resident of your country of birth at the time of your birth. People are not generally considered residents of a country in which they were not born or legally naturalized, if they were only visiting, studying in the country temporarily, or stationed temporarily for business or professional reasons on behalf of a company or government of a country other than the one in which you were born.
If you claim alternate chargeability through either of the above, you must provide an explanation on the E-DV Entry Form, in question #6.
Listing an incorrect country of eligibility or chargeability (i.e., one to which you cannot establish a valid claim) will disqualify your entry.