No. It's considered an evergreen plant and there's not many occasions when you want to remove all the foliage from an evergreen :-) Generally, the suggestion for cold climates are to mulch the plant well to avoid frost heaving and then just leave it be over winter. In spring as new growth begins you can remove any dead or winter-damaged foliage.

As one in a snowy climate, I can vouch for what gg48 said. Leave them be. As a side note for those with brunnera, also leave the foliage on them all winter. Not sure why, but even though the brunnera leaves turn into a black, nearly mush mess, the plants make it through winter better in these climes if the foliage is left on.

tj

Thanks for the advice !

I agree with above....I live in zone 5/6 {Indiana} I leave my foliage on thru winter. Cut back in early spring.