Did it break as it came out (or was just about to come out) the backside of the bar?
That can be a problem with bits ground for steel (the default twist drill grind) used in brass/bronze/aluminum. The cutting angle is a bit too aggressive for the softer materials and the bit will grab. While one can get away with using unmodified bits, in a metalworking shop it's common to sharpen a set for brass or other soft metal work with a less acute cutting edge so the bit does not grab. Don't think I've ever seen factory bits made that way, though they may exist - it's a shop modification as far as I know (often on a bit being retired from steel work.)
Copper (I used to work in a high voltage plasma lab long ago) is even worse for grabbing drills.
Hopefully this link is not geofenced and you can see it. I found many pages with pictures that would not load as they were out of date in trying to find a visual guide for you.
I remember my dad showing me this drilling brass trick more than 30 years ago. And who better to show you, other than the guys on the Home Model Engine Machinist forum because they really know their stuff when it comes to tricky machining jobs. Here is what Deanofid had to say about an easy way...
handycrowd.com
Likewise, you want to "peck" as you drill, which basically means drill a little, pull the drill out of the hole, drill a little more to keep the chips cleared out.