I allow my ducks to swim outside in the winter, even on days when we get well below freezing. I have one duck who has poor feather quality, so she doesn't get to, but the other ones who are waterproof do. After they hop out of the ice water, where they were enjoying themselves for quite a while, they wipe water off their feathers with their bills and are perfectly dry. Then they want to go foraging while I'm shivering and can hardly tolerate to be outside. Even though I'm all bundled up, drinking hot tea, and wearing a heated vest.
If my ducks' feet get cold when they are out of the water they tuck them into their feathers or go into the barn, where they have thick layers of straw.
My ducks are my very much adored precious pets, and I tend to coddle them. Yet the only one I'm worried about in the cold is the one who isn't waterproof. She has to come inside for baths, and stay inside when it is cold - per avian vet instructions. The other ones are fine. They are fully feathered healthy waterproof adults.