"When you do have a bond like ours, it is more like a partnership, not necessarily a brother-sister thing," Julianne, 25, tells PEOPLE. "You know when someone needs each other."
The Houghs both got their start as pros on Dancing with the Stars, and Derek, 29, finished second this season with Paralympian Amy Purdy.
Now, the two are back together again and spending lots of time rehearsing for the tour, practicing up to six hours a day. Derek says the long hours have definitely made them closer. "When you train together and travel together the relationship becomes very supportive," he explains.
The Utah-bred siblings are most looking forward to the tour's stop in their hometown, where they will perform for their friends and family.
"Our parents are very cool," Julianne says. "They are not super involved like stage moms and dads, but they are very proud."
Julianne says all the prep work for the tour reminds her of her childhood, when she and Derek left home at ages 10 and 13, respectively, to train at the prestigious Italia Conti Academy of Theatre Arts in London.
"It was a time in my life where it was really, really hard work but the result was very fulfilling," she says. "Dancing is taking me back to my roots and giving me that energy and confidence. I'm just going for it now."