The boat has sunk, and Rose and Leonardo DiCaprio have just discovered that they both can't be on the plank. So in an act of selflessness, Leo decides that Rose can stay on, and he will inevitably freeze to death in the Arctic waters.

So they are chilling there for a bit, then Rose looks to Leo and says "I'm so cold".

What the heck? This dude is up to his shoulders in ice water so you can chill on this floating piece of wood, and you're STILL complaining about the temperature? Goodness. Leo lucked out freezing to death. That was mega high maintenance.