I'm sure no gift is "expected" for the girl, but it's such a thoughtful gesture. If you'd like to take the little girl a gift, by all means do. I'm sure it will be appreciated! She's right at that age where she'll love simply having something to open.
The only thing I'd suggest is to mention to the parents that you have something for her and ask when they think would be a good time to give it to her. For example, if it's important for them that she learn that her brother's party is not a gift occasion for her, then you should be prepared to honor that and give her gift either before or after his party. But chances are, they'll appreciate the thought and have not problem with it at all.
I arise in the morning torn between a desire to improve the world and a desire to enjoy the world. This makes it hard to plan the day. ~E.B. White