Probabilistic shaping for bit-interleaved coded modulation (BICM) systems at low signal-to-noise ratio (SNR) is investigated. Using known results for BICM systems with a uniform input distribution, the combinations of input alphabet, input distribution, and binary labeling that achieve the Shannon limit -1.59 dB are fully characterized. It is found that a BICM system achieves the Shannon limit at low SNR if and only if it can be represented as a zero-mean linear projection of a hypercube, which is the same condition as for uniform input distributions. Hence, probabilistic shaping offers no extra degrees of freedom to optimize the low-SNR regime of BICM systems, in addition to what is provided by geometrical shaping