Do you control their feed? If so, you may be giving them too little for the colder weather. They need extra calories to keep up their heat. Plus there is very little foraging they can do when it is close to freezing since ducks like bugs and grubs and worms more than grass and plants and they are in short supply so they may also need more food to replace the food they were getting around your yard.
I don't notice a big difference in my ducks behavior until it starts getting cold for their feet. (10 degrees or colder for hard pack snow, maybe 20 degrees if the snow is loose and their feet are covered with it.) Then they are more likely to take breaks to warm their feet. If they can walk on straw, then they start slowing down around 0 degrees so they can periodically lay down with their bills under their feathers to warm up. But they aren't quieter nor are they lethargic, they just take more breaks. At sub-zero temperatures, they hunker down and try to stay warm, but they still are alert. Also if you have some strong winds, they may be feeling the effects of the cold more. They can handle very cold temperatures because they have a super feather coat, but a stiff wind can blow all their heat away in a second so they do need shelter where they can get out of the wind. Last night it was -6F here and during the day it was topped out in the high teens. They spent most of the time on their straw but they walked around flapped their wings made noise and took naps. If it is above 30F during the day, they have a kiddie pool and they are running around having a blast. So if your daytime temps are in the 30-40 range I wouldn't expect them to slow down much.
Right away I would check - do they get sunlight during the day? If not, they might be colder than my experience.
Try giving them more food (not treats) do they seem hungry? Mine will scarf meal worms until they explode, but they won't eat much food if they aren't hungry.
Can they get completely out of the wind if they want to?
I am not an expert, but I have 12 ducks and this is their second winter, so I am just going based on my observations. Someone with a little more knowledge with hopefully provide more info. Also some breeds such as runners are a little less cold tolerant. Mine make it through, but it is obvious they have a harder time than the bigger ducks. I would think call ducks would also have a hard time and of course any duck that is in mid-molt will have a harder time.
Bottom line is if they are becoming lethargic or docile compared to normal, I would guess something other than just cold is up. Being less active so they can warm up is "normal", but your temps aren't that low yet where I would see a difference in my flock.