Technical classifications aside, the 'Carol Mackie' daphne shrubs in my zone 5 garden function virtually as evergreen shrubs. They keep their leaves throughout most of the winter. Just after the old leaves start to lose their luster in late winter, new leaves quickly replace them in spring. There is little "down time" in between: these daphnes almost provide you with same foliar continuity as do true evergreen shrubs.
As a bonus, the leaves of 'Carol Mackie' daphne are variegated. All of which is especially impressive when you consider that daphne is grown primarily for its fragrant flowers!