We characterize throughout the spectral range of an optical trap the nature of the noise at play and the ergodic properties of the corresponding Brownian motion of an overdamped trapped single microsphere, comparing experimental, analytical and simulated data. We carefully analyze noise and ergodic properties $(i)$ using the Allan variance for characterizing the noise and $(ii)$ exploiting a test of ergodicity tailored for experiments done over finite times. We derive these two observables in the low-frequency Ornstein-Uhlenbeck trapped-diffusion regime and study analytically their evolution towards the high-frequency Wiener free-diffusion regime, in a very good agreement with simulated and experimental results. This leads to reveal noise and ergodic spectral signatures associated with the distinctive features of both regimes.