In recent years, some extremely red brown dwarfs have been discovered. They were believed to have a low surface gravity, but many of their spectral characteristics are similar to those of high-surface-gravity brown dwarfs, showing that the spectral characteristics of young brown dwarfs are poorly understood. We aim to test surface-gravity indicators in late-M and early-L brown dwarf spectra using data obtained with the X-shooter spectrograph at the Very Large Telescope. We select a benchmark sample of brown dwarf members of Chamaeleon I (̃2 Myr), Upper Scorpius (5-10 Myr), the Pleiades (132 ± 27 Myr) and Praesepe (590-790 Myr) with well-constrained ages and similar metallicities. We provide a consistent spectral classification of the sample in the optical and in the near-infrared. We measure the equivalent widths of their alkali lines, finding that they have a moderate correlation with age, especially for objects with spectral types M8 and later. We use spectral indices defined in the literature to estimate surface gravity, finding that their gravity assignment is accurate for 75 per cent of our sample. We investigate the correlation between red colour and age, finding that after ̃10 Myr, the colour does not change significantly for our sample with spectral types M6.0-L3.0. In this case, the red colours might be associated with circumstellar discs, ring structures, extinction, or viewing angle. Finally, we calculate the bolometric luminosity, and J and K bolometric corrections for our sample. We find that six objects are overluminous compared with other members of the same association. These objects are flagged as binary candidates by the Gaia survey.