This happened to my now adult son during his first year at secondary school. He had been in the prep school prior to that and already had a lovely group of friends who progressed to the senior school. The problem lay with other children from other schools who started with this excluding behaviour and encouraging his friends to join in with them.
He was utterly miserable spending every break alone and being taunted. Then the bullies started getting physical. Naturally we spoke to the school who said they had a robust anti bullying policy and would address the problem. We, meanwhile had always told our son to walk away from fights and not retaliate. However, one night he was so upset, crying his eyes out after another beating that I snapped and said " right, next time it happens just give him one good punch on the nose"
After that, having been given permission to stand up for himself his whole demeanour changed and he became so confident that the bullying stopped almost at once and guess what, the ringleader became one if his best friends and still is to this day, they're in their twenties now.
I know it's different with boys, but if you can convince this little girl to perhaps ignore it, and as others have said, cultivate different friends, it might help.
The school does need to speak to the bully though and tell her they've seen her being unkind and it has to stop.