A mummy sleeping bag is precisely close to the body, so you don’t have to heat excess space. Mummies isolate better than rectangular bags and with sufficient filling they are suitable for temperatures down to -40°C.
Regardless of the above, your own heat management is important. Warm up before tucking into your sleeping bag for the night. A sleeping bag, even the thickest, only works when there’s heat to insulate. Try taking a brisk evening walk before bedtime for maximum comfort and the best possible night’s sleep.