Is there verification either in canon or from J.K. Rowling as to where Wormtail hid Voldemort's wand during the thirteen years Voldemort was disembodied? I've read through the chapters The Death Eaters and Priori Incantatem in Goblet of Fire and either I missed it, it's in another part of the book/in another HP book, JKR's addressed it, or it's unknown. Google didn't yield a satisfactory answer and I don't trust the HP Wiki to be fully accurate. So, I'm left with the question: Where did Wormtail hide Voldemort's wand while Voldemort was in spirit form?
Christiana: How did voldemort get his wand back after he was in was exile
J.K. Rowling: Wormtail, desperate to curry favour, salvaged it from the place it had fallen and carried it to him. I admit that would have been a bit of a feat for a rat, but they are highly intelligent creatures!
(src: J.K. Rowling and the Live Chat, Bloomsbury.com, July 30, 2007)
This doesn't directly answer the question, but it does NOT talk about "keeping" it at all - which, unless JKR misspoke, means that it likely wasn't hidden anywhere by Wormtail while Voldemort was in spirit form - it was salvaged once he was about to give Voldemort a real body in GoF.
Having said that, it seems that Animagi keep their own wands once they un-transform (as well as their cloths), so it's not impossible for Pettigrew to have "kept" Voldemort's wand the same exact way.