When water bottle (made of glass or inextensible, hard, brittle, breakable material) is filled completely with water and kept in refrigerator, the temperature of water is reduced. Usually the in the water bottle compartment the temperature could be 8 deg C or so.
When water bottle is taken out of the fridge, the temperature of the bottle increases, water expands. The volume expansion of water is more than the volume expansion of glass. Thus water present inside the bottle creates a high pressure or stress on the inner surface of the bottle. The bottle is not easily expandable, so it breaks due to the pressure or stress.