If you're talking about the laborers - they send most of their wealth south of the border.
If your referring to their employers - they are apparently pocketing the wealth, thus the steady march of inflation during the current illegal immigrant boom.
I'm not sure how much of their wealth they send south, $10 billion is the figure I have heard. That's about $800 from each of 13 million illegals not counting money sent by legals. I don't think that's a lot.