Although Variegata is sold in some places as hardy to Zone 5, that is probably pushing the limits. As a result, your shrub suffers from dieback, comes back from the ground every year and provides limited or no bloomage. This shrub blooms on old wood so in order not to loose the stems where the flower buds are during winter, I suggest you winter protect it by putting a chicken wire cage around it in the Fall, fill it with dried out leaves (really pile them on) and top it with cardboard (and few rocks to keep things from flying away). See the link below for more information on winter proetcion techniques.

Here is a link that might be useful: Overwintering Hydrangea macrophylla winter protection