We characterize throughout the spectral range of an optical trap the nature of the noise that drives the Brownian motion of an overdamped trapped single microsphere and its ergodicity, 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 estimators in the Ornstein-Uhlenbeck low-frequency trapped-diffusion regime and study analytically their evolution toward the high-frequency Wiener-like free-diffusion regime, in very good agreement with simulated and experimental results. This study is performed comprehensively from the free-diffusion to the trapped-diffusion regimes. It also carefully looks at the specific signatures of the estimators at the crossover between the two regimes. This analysis is important to conduct when exploiting optical traps in a metrology context.