This is because ice has a high specific latent heat of fusion....its 336000 J/kg......hence it ice at 0 degree celsius will absorb more heat than water at 0 degree celsius.1kg of ice at 0 degree celcius will absorb 336000 J/kg more heat than 1kg of water at 0 degree celcius.hence ice produces severe cold..... hope i helped u:)
In the ice the ice takes the latent heat and the change of state takes place
so it produces more cooling 
while in water change of state does not take place so it dose not give much cooling