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In applying for a Schengen visa to transit Germany en route to Mexico, you do need to include proof of your financial sufficiency which can be documented through any number of ways:
Regulation (EC) No 810/2009 of The European Parliament and of The Council of 13 July 2009, establishing a Community Code on Visas also known as βVisa Codeβ stipulates in its Article 14 (c):
Documents indicating that the applicant possesses sufficient means of subsistence both for the duration of the intended stay and for the return to his country of origin or residence, or for the transit to a third country into which he is certain to be admitted, or that he is in a position to acquire such means lawfully, in accordance with Article 5(1)(c) and (3) of the Schengen Borders Code.