You can buy a splitter install it and have two separate leads to two different sets. It is true that each time you use a splitter gain is lost which effects the signal strength.
However, this is rare when installing in a normal household. You would have to be right on the limit of normal signal strength for it to make a difference. Even then, once you have installed the splitter and DO find that you have lost signal strength, you can buy small, cheap and simple gain boosters to plug in and increase the signal strength. That or you can buy a high gain aerial.
I can't remember what the maths is now for every splitter and meter of cable installed what the gain loss is, but I'm sure you will be fine.
Just make sure that you make the connections correctly. Just a slightly loose or misplaced bit of wire can make a big difference to the signal strength.