Cheapest fees for transferring ETH to cold wallet?

Not sure of the etiquette here, but I am looking to buy ETH and send it to my cold wallet for long term HODL but goddamn the fees are ridiculous I bought some a few days ago and I feel like I lost almost 50% due to transfer fees. Anybody know of any exchange where I can buy ETH and then send it to my cold wallet for reasonable fees?? I am not looking to transfer it into a a different coin, just send ETH directly to cold storage without paying outrageous fees. Any help would be much appreciated.