Do you have a program that you want to sell to others, using your brand name? That, in my opinion, is the reason to trademark a brand name.
It’s very hard to copyright a workout. Dancers can copyright pieces of choreography, but it’s a long series of unique steps assembled in a specific order.
People use my dance choreography all the time, since I mentor other instructors. What they can never replicate is ME. It’s not just my moves, it’s how I deliver them, break them down, the energy I project, etc. So perhaps consider how much of your workout is your unique methodology and movements, versus how much is simply YOU. You may not need either a trademark or a copyright.