Cf:
A dead man's shroud has no pockets (Am.). Naked we came, naked we go (Am.). No matter how much money you have, when you die, you must leave it (Am.). Our last garment is made without pockets (Br.). The richest man carries nothing away with him but his shroud (Am.). A shroud has no pockets (Am., Br.). You can't take it with you (Am., Br.). You can't take it (money) with you when you die (Br.). Your wooden overcoat won't have any pockets (Am.)
Русско-английский словарь пословиц и поговорок. Академик.ру. 2013.