When working properly, the deep litter method (which is what the shavings enable) generates some heat which might be a benefit in a cold climate like yours. I don't have ducks but I would think that the wet shavings could be stirred a couple times daily and you'll have deep litter by default. However, as I write this I'm reminded that to much water would be bad so I would base my decision on two things: how messy the ducks are and how much work you want to do.
