They have no genetic enhancements, although bionics are not uncommon and juvenat treatments are used to keep the most experianced soldiers fit enough for battle.
In adition, there might be a suppernatural element to their survivability.
On the tabletop any sister can have an invulnerable save (3++ or 2++). In fluff terms, some believe that this represents litteraly getting shot with a multimelta and emerging unharmed due to divine protection. Some say it represents something far more subtle, like a shot that really should have hit missing by an inch.
Personally, I like the full-on 'your weapons cannot harm me for the Emperor is by my side' explicitly supernatural version, but there is no official ruling.