Here's why:
* Duck feathers: Ducks have special feathers that are coated in oil, making them waterproof.
* Water rolling off: When water hits a duck's feathers, it rolls right off, leaving the duck dry.
So, the saying is comparing someone's ability to deal with something negative or challenging to a duck's ability to shrug off water. They are unaffected, just like water rolling off a duck's back.