Way before the Xanxia had been formed, the Circus had been already there as it came from the another world that the Creator had founded.
Demerus who was a sworn brother of the Creator, together with their other three friends, established an organization for saving worlds. As their brother was an omnipotent world creator, in order to help managing the created worlds by the Creator, they formed this organization.
The named Circus was a symbol for their friendship and hardships they went through together. It was a brotherhood bond that built the Circus organization.
