The best choice to complete the sentence is "Despite this fact."
The completed sentence would read: "Few organisms are adapted to winter temperatures as low as -75 degrees Fahrenheit (-60 degrees Celsius). the wooly bear caterpillar is able to survive an entire winter of such temperatures in northern Canada. What is this insect's secret? Despite this fact..."
This transition indicates that the wooly bear caterpillar’s ability to survive is remarkable in contrast to the general statement about organisms not adapting to such extreme temperatures.