Above all, the Arctic fox survives due to its thick fur. It has the warmest pelt of any animal in the Arctic. Plus, their bushy tails provide extra insulation when curled up for warmth. Even the soles of their paws are furry (unique within in the canid family), which explains how they came to be the only land mammal native to Iceland: they walked there across the frozen sea during the last ice age.
With seemingly every possible evolutionary adaptation in his favor, why was this poor critter shivering in distress then? Because Arctic foxes are not designed to be wet. Water splashing up from the sea or melting off of his glacier perch had soaked his fur, leaving him perilously exposed to the elements.