Names are sometimes identified with others even where they are historically unrelated. For example, the Hungarian names Jenő and Endre are traditionally identified with Eugene and Andrew, respectively, but are historically unrelated to them. I don't know whether or not this is the case with Gyula and Julius. [noted -ed]
The name Gyula actually comes from an ancient Hungarian position from the times of the Huns. In the Hun history there were always two leaders. "Kende" who was the spiritual leader and "Gyula" which was the word for the military leader. [noted -ed]