There are several kinds of evergreen aquatic plants, typically reeds and other hardy plants. Most aquatic plants however will begin to lose their leaves if temperatures stay below freezing for long enough. Look for winter hardy plants suited to your particular climate in order to have the best shot of greenery all yearround.
It's cheapest to choose plants which are winter hardy, or at least those that will survive and come back in the spring. This saves you the money and effort of having to purchase and plant new plants in the springtime. Evergreen plants can also provide essential sources of food and shelter during the winter for fish and other aquatic critters you'd like to keep around.
