Hydro-climatic extremes are influenced by climate change and climate variability associated to large-scale oscillations. Non-stationary frequency models integrate trends and climate variability by introducing covariates in the distribution parameters. These models often assume that the distribution function and shape of the distribution do not change. However, these assumptions are rarely verified in practice. We propose here an approach based on L-moment ratio diagrams to analyze changes in the distribution function and shape parameter of hydro-climate extremes. We found that important changes occur in the distribution of annual maximum streamflow and extreme temperatures. Eventual relations between the shapes of the distributions of extremes and climate indices are also identified. We provide an example of a non-stationary frequency model applied to flood flows. Results show that a model with a shape parameter dependent on climate indices in combination with a scale parameter dependent on time improves significantly the goodness-of-fit.