Mammals have a special adaptation of thermoregulation. Evolutionary biologists believe that success of mammals is largely due to their ability to maintain a constant body temperature and thrive whether they live in Antarctica to Sahara desert.
But thermoregulation is energetically expensive for organisms. This is particularly true for small animals like shrews and humming birds.
Heat loss or heat gain is a function of surface area. Since small animals have large surface area relative to their volume, they tend to loose body heat very fast when it is cold outside. Then they have to expend much energy to generate body heat through metabolism.
This is the main reason why very small mammals are rarely found in polar regions.