We had this problem for a long time with my ds who is now almost 3. My take on it, is to "yes" be consistent with returning back to bed if that's what you want (if you were happy with her in your bed, well you could just go with that option). My ds was also waking up more times than my dd and it was so frustrating. One thing you could probably consider is that if they feel that their needs aren't being met during the day (which while we might think we're doing every thing humanly possible to meet two children's needs), for them it still might not be enough, and until that can be better satisfied, the night wakings might continue as it can be their way of getting what they emotionally need at that time. I would continue to respond as you are, return to bed etc and also during the day try and up the amount of time and quality of time that you give to her. I know an automatic response here is to say "but I do everything I can already" and I totally understand that, but I found a really dedicated 20mins at the start of the day in complete child-led play really goes a long way towards them feeling like they're getting mum's full attention. Involve her in everything you possibly can, keep her nearby, baby her if needed etc, do this for a week and see if it helps to change things around. My ds only started to sleep through again in the last couple of months.
Good luck.